aundy Thursday commemorates Jesus' Last Supper, which was held on our around the first day of the week-long Jewish festival of Passover. In three out of the four canonical gospels, (Matthew, Mark and Luke), it is written that Jesus' Last Supper occurred "on the first day of the Festival of Unleavened Bread, when it was customary to sacrifice the Passover lamb," according to Mark 14:12. The Festival of Unleavened Bread is also known as Passover.