The Kimberley has two seasons: the dry (April–October) and the wet (November–March). Nearly all visitors come in the dry season, and for good practical reasons — the roads are open, the weather is reliable, and the heat is manageable rather than overwhelming.
The best months are May through August: the days are warm and sunny (25–32°C), nights are cool, and the river levels have dropped enough to reveal the gorge swimming holes. July and August are the busiest months, and you'll need to book accommodation in advance for places like Broome and El Questro. September and October see temperatures climbing back towards 40°C, which makes extended walking unpleasant but keeps the crowds down.
The wet season is spectacular in its own way — the waterfalls are at their full volume, the country turns brilliant green, and the dramatic electrical storms are extraordinary to watch from a dry vantage point. But most of the Gibb River Road closes, the Bungle Bungles park closes, and the heat and humidity are oppressive. Helicopter touring of Purnululu from Kununurra is sometimes possible even in the wet, giving access to views that road-based travellers never see. If you have experience in remote tropical conditions and don't need to drive, a carefully planned wet season trip can be rewarding — just accept that your plans will change.