In Australia as elsewhere, shared annual commemorative ceremonies such as those on Anzac Day, 25 April, help to connect residents to particular versions of the nation, to the past and to each other. This article investigates what can be gained by pairing the concept of commemoration – a set of practices and narratives that draw together national identity, collective and individual memory, grief and mourning, regular ritual, collectivity and material, aesthetic representations of war and death – with atmosphere and its dynamic combination of space, sensory experience, affect, individual memory and experience and the material environment. It introduces the notion of ‘commemorative atmospheres’ to explore how such events ‘feel’, arguing that spatially‐specific affective experience can work to connect individuals to the nation. The article builds on scholarship that explores how memorial sites symbolically express aspects of national history and memory, linking this to accounts of how atmospheres can be constituted by architectural form and the material and aesthetic aspects of space. It uses recent research on Australian Anzac Day ceremonies to identify the different spatial elements that contribute to the moods of these events, and explores how these interweave with first‐hand experience of the ceremonies and established national narratives. It also considers the sensory perception of commemorative events, identifying how these aspects link to discursive elements, helping to frame national identity for attendees at these ceremonies and potentially for a wider national audience.