Mexico is one of the few countries where this Rosca de Reyes bread is prepared. This tradition was passed to us from the Spaniards during the time of the mixing races.
Some say that the tradition of eating this type of bread comes from the Romans who prepared it to their God "Saturn" who was meant to eat this bread to prepare himself for the harsh winter. They welcomed their God with this ring like shape bread that was filled with all sorts of winter fruits to give him energy. Later on, this tradition was passed to the Spaniards who then made it relevant to fit their catholic beliefs and on the same token passed it on to the Mexican people.
Other countries celebrate this tradition also on January 6th; the french for example, prepare the Gallette de Rois which was traditionally filled with goodies such as silver, gold, diamonds or porcelain.