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Pyhävuori overlooking Lake Lappajärvi has some prehistorical rock paintings, discovered in 2008.
As usual in smaller Finnish towns, the church is the most notable building. The wooden church at the lake, finished in 1836, was designed by Carl Ludvig Engel, the same architect who designed the 19th-century Empire style buildings in Helsinki.
Painter Eero Nelimarkka (1891-1977) lived in Alajärvi from 1932 to his death. Today Villa Nelimarkka, where he lived, is an artist residence and event venue. The adjacent building which he had built in the 1960s for an art school is an art gallery and museum named the Nelimarkka Museum.