The Mercado Municipal is the most useful stop in the centre if you want a taste of the Triângulo Mineiro. The building dates from the mid-20th century and now works as a compact market for regional food, sweets, cheese, cachaça, snacks, and small gifts.
It is not a grand destination market like São Paulo's, but it is honest and easy to enjoy. Come hungry, browse slowly, and ask about anything made with local cheese or doce de leite.