What is Harmony Day? Harmony Day is celebrated annually on March 21st in Australia. Harmony Day began in 1999, coinciding with the United Nations International Day for the Elimination of Racial Discrimination. Each year, it is marked by people coming together and participating in local activities. The continuing message of Harmony Day is 'Everyone Belongs'. It is about community participation, inclusiveness, celebrating diversity, respect and belonging. The significance of the Harmony Day. Harmony Day is about inclusiveness, respect and a sense of belonging for everyone. It is about celebrating the benefits of our multicultural society which has come about as a result of the successful integration of migrants into the Australian community. Being proud of the strong and successful multicultural society. Sharing the cultural heritage is part of celebrating what it means to be Australian.Shared Australian values of respect, equality and freedom