The best time to visit Segou is November to February, during the cool dry season. Temperatures are comfortable — days around 30°C, nights cool — and the harmattan wind, while occasionally dusty, is manageable. This is high season for Mali tourism generally, and the Monday markets and river traffic at Segou are at their most active.
March to May brings increasing heat, reaching 40°C or above. June to October is the rainy season: roads can flood, the Niger rises dramatically, and travel becomes harder. That said, the river in flood is a remarkable sight, and Segou in the wet season has a lush intensity quite different from the parched dry-season landscape. The Festival sur le Niger, an internationally recognised music and arts festival centred on Segou, takes place in February and is worth timing a trip around if you can manage it.