We identify highly correlated hole pocket on the Fermi surface of colossal thermoelectric material K 0.65 RhO 2 , studied using high-resolution angle-resolved photoemission spectroscopy (ARPES) and density-functional theory (DFT) calculations. Most importantly, two kinks at binding energies of 75 and 195 meV have been observed below the Fermi level. While the low-energy kink at 75 meV can be understood as a result of the electron-phonon interaction, the high-energy kink at 195 meV is a discovery of this system, leading to anomalous band renormalization, possibly originated from the bosonic excitations at higher frequencies. We further notice that the high-energy anomaly has important implications on the colossal thermoelectric power of K 0.65 RhO 2 .