But what is King Cake? What Is King Cake? King Cake as it's made around New Orleans now evolved from brioche desserts brought over by French colonists in the 18th century. While you can eat the treat other times, if you do, you won't be eating real King Cake unless it's between January 6 and Mardi Gras. King Cake RecipesIf a trip South isn't in the cards this Carnival season, you can still eat King Cake at home.