Panjshanbe Covered Market is one of Khujand's famous attractions. Panjshanbe means Thursday. In Dushanbe they traded on Mondays, and in Khujand on Thursdays. The Panjshanbe bazaar is located in the very center of Khujand and in front of it is the mausoleum of Sheikh Muslihiddin. The bazaar consists of the main pavilion and many shops, tents, and shops adjacent to it. It is always very noisy here, as not only residents of the city come for shopping, but also guests from nearby villages. The main feature of the Panjshanbe market is its unique architecture and decor. The construction of the pavilion was carried out in the middle of the twentieth century and was completed in 1964. The bazaar building combines elements of oriental and the Stalinist empire, and the decoration is harmoniously performed using the Soviet and Eastern styles.

Throughout the history of Khujand, in the centre of the city was its fortress. For 2500 years, the Khujand fortress expanded with the city, was destroyed by the conquerors, rebuilt again. After archaeological excavations, it was found that the first fortress was erected in the VI-V centuries BC, and consisted of an embankment rampart gradually converted into thick walls of raw clay. Moreover, in addition to the fortress, there was a city wall covering 20 hectares. During the heyday of the Great Silk Road, the Khujand fortress was rebuilt, as well as the city wall. However, the city grew even more, and was divided into three parts: the citadel, rabad and shahristan. At that time, the Khujand fortress was considered one of the most important city in Central Asia. However, the fortress was destroyed by Genghis Khan's army. In 1219-1220. In 1999, part of the eastern wall of the Khujan fortress, dating back to the 8th-10th centuries, was restored.

In 1999, part of the eastern wall of the Khujan fortress, dating back to the 8th-10th centuries, was restored and built the Museum of History and Local Lore of Archeology and Fortification adjoined it. This museum contains household items, ceramics and tools found at the excavation site of the fortress. In total, the museum’s fund contains 1,200 exhibits, most of which are available to visitors.