Whole Foods Market Opens in Danbury May on 17 Amy Kundrat May 13, 2013 The wait is nearly over for Danbury area residents who have been waiting for the opening of Connecticut's newest Whole Foods Market. Whole Foods Market in Danbury will officially open on May 17, 2013, with a grand opening ceremony at 8:30 am. Doors will be open to the public thereafter. Whole Foods Danbury is located at 5C Sugar Hollow Road, near the Danbury Fair Mall. Countdown the opening and follow them on Facebook.