Khaja is one of the Chapana bhoga of Lord Jagannath of Puri, Orissa. Legends say Lord personally came in dream of a Man from Puri and instructed him how to prepare it. Next day the person prepared a basket full of Khajas and offered it to Lord which the Lord happily accepted.
Presently, Khajas are prepared and sold in the city of Unnao, Patna, Gaya, Baharampur and several other places across the states of Bihar and West Bengal, yet Khajas of Silao and Rajgir areas have a distinct superiority over Khajas of all other places. Silao and Rajgir are the places where one can get puffy Khaja, which melts in the mouth.