The Oscar winner, her husband Michael Douglas and their kids are all planning to take the sacred journey to the Sangam, where India's rivers Ganges, Yamuna and Sarasvati meet, to purify themselves.
Hindus believe bathing in the waters will wash away sin.
The Kumbh Mela festival is held every 12 years - the last gathering set records in 2001 when more than 40 million people bathed in one day.
The current Kumbh Mela began on Monday (14Jan13) in Allahabad, and Zeta-Jones hopes to be a part of the event this year.
She was recently quoted by an Indian website as saying, "I really want to visit India again specifically during the Kumbh Mela pilgrimage and I'm told it is a sight to behold for the eyes and soul. I'm hoping to find what I'm looking for here. I'm trying to make this happen with my family. If that doesn't work out I'm definitely coming on my own."
And it seems she'll be more than welcome - Hindu statesman Rajan Zed tells WENN he'd be thrilled if the Hollywood star makes the pilgrimage to Sangam.
He says, "We Hindus welcome Catherine Zeta-Jones, but she and her family should come as pilgrims and not as tourists.
"In addition to immersing herself in the holy Sangam waters, she should also explore the rich philosophy which Hinduism offers. I would be glad to help in such exploration."
Mela Murphy, who styled the Charlie's Angels star's famed blonde locks for 20 years, has called plans to sell the sick memorabilia to fans for $1,000 (£625), "scary".
The "one-time novelty item from the 1970s" has been put up for auction on website HunkWithJunk.com, but Murphy will not be among the bidders.
She tells the Globe, "I am stunned."