The month of Dhul-Qadah is one of the sacred months in Islam. It is the eleventh month in Islam. The Islamic or Hijri calendar is a lunar calendar. It contains 12 months that are based on the motion of the moon. Islamic calendar is consistently shorter than a solar year by about 10 days every year, and therefore it shifts with respect to the Gregorian calendar. 
There are twelve months in Islamic Calendar as mentioned in Qur’an: “Verily, the number of months with Allaah is twelve months (in a year), so was it ordained by Allaah on the Day when He created the heavens and the earth; of them four are Sacred (i.e. the 1st, the 7th, the 11th and the 12th months of the Islamic calendar). That is the right religion, so wrong not yourselves therein” Quran Surah Tawbah 9:36
The Twelve months of Islamic Calendar are as follows:
Abu Bakrah (R), reported that the Prophet Muhammadﷺsaid: "The year is twelve months of which four are sacred, the three consecutive months of Dhu'l-Qa'dah, Dhu'l-Hijjah and Muharram, and Rajab which comes between Jumada and Sha'ban."Sahih Al-Bukhari 2958(NE) [Vol 4:419 ] and 4662, Sahih Muslim 1679 and Abu dawud 1942 
Narrated by Anas(R):Allah's Messenger (ﷺ) performed four `Umras, all in the month of Dhul-Qa'da, except the one which he performed with his Hajj (i.e. in Dhul-Hijja). He performed one `Umra from Al-Hudaibiya in Dhul- Qa'da, another `Umra in the following year in Dhul Qa'da a third from Al-Jirana where he distributed the war booty of Hunain, in Dhul Qa'da, and the fourth `Umra he performed was with his Hajj. Sahih al-Bukhari 4148 (Vol. 5:469)
These months are called sacred for two reasons:
1- Because fighting therein is forbidden unless initiated by the enemy
2- Because transgression of the sacred limits therein is worse than at other times.
Hence Allaah has forbidden us to commit sins during these months, as He says: “wrong not yourselves therein” Quran Surah Tawbah 9:36
Although committing sins is haram and forbidden during these months and at other times, in these months it is more forbidden.
Al-Sa’di (may Allaah have mercy on him) said (p. 373):
In the phrase “wrong not yourselves therein”, the pronoun may be understood as referring to twelve months. Allaah states that He has made them a measure of time for His slaves, which they may use for worshipping Him, and thank Allaah for His blessings, and they serve the interests of His slaves, so beware of wronging yourselves therein.
The pronoun may also be understood as referring to the four sacred months, and this forbids them to wrong themselves in those months in particular, as well as it being forbidden to do wrong at all times, because it is more forbidden at this time, but it is worse at this time than at others.