We investigate the problem of density estimation on the unit circle and the unit sphere from a computational perspective. Our primary goal is to develop new density estimators that are both rate-optimal and computationally efficient for direct implementation. After establishing these estimators, we derive closed-form expressions for probability estimates over regions of the circle and the sphere. Then, the proposed theories are supported by extensive simulation studies. The considered settings naturally arise when analyzing phenomena on the Earth's surface or in the sky (sphere), as well as directional or periodic phenomena (circle). The proposed approaches are broadly applicable, and we illustrate their usefulness through case studies in zoology, climatology, geophysics, and astronomy, which may be of independent interest. The methodologies developed here can be readily applied across a wide range of scientific domains.