We report on low-energy electronic structure and electronic correlations of K$_{0.65}$RhO$_2$, studied using high-resolution angle-resolved photoemission spectroscopy (ARPES) technique and density functional theory (DFT) calculations. We observe a highly correlated hole pocket on the Fermi surface. We further notice that the correlations are momentum dependent. Most importantly, two $kinks$ at binding energies of 75 meV and 195 meV have been observed from the band dispersion in the vicinity of the Fermi level. While the low energy $kink$ at 75 meV can be understood as a result of the electron-phonon interaction, the presence of high energy $kink$ at 195 meV is totally a new discovery of this system leading to an anomalous band renormalization. Based on systematic analysis of our experimental data, we propose high frequency bosonic excitations as a plausible origin of the high energy anomaly. Further, we notice that the high energy anomaly has important implications in obtaining the colossal thermoelectric power of K$_{0.65}$RhO$_2$.
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