Ashra Zilhaj ki Fazilat (Urdu). Dhu'l-Hijjah or alternatively Zulhijja (Arabic: ذو الحجة; Properly transliterated, also called Zil-Hajj) is the twelfth and final month in the Islamic calendar. It is a very sacred month in the Islamic calendar, one in which the Hajj (pilgrimage) takes place as well as the Festival of the Sacrifice.