A king cake is u003cemu003enotu003c/emu003e a traditional baked good. It's more similar to a cinnamon roll or a pastry than it is a traditional cake. Like a bread or a pastry, the king cake calls for yeast and requires two rises to create fluffy, flavorful layers. u003cbr/u003eu003cbr/u003eFun fact: it’s not baked in a cake pan. You bake it on a baking sheet!