The Cheyenne high plains have four genuine seasons. Late June through August is the comfortable, well-lit summer window — warm afternoons, cool evenings, and the gardens at full bloom. The last full week of July is Frontier Days, the year's centrepiece; book everything in January if that is your target.
Spring (April–May) is windy and unsettled — Cheyenne is one of the windiest cities in the United States and the gusts are at their worst this time of year. Autumn (September–October) is the underrated sweet spot: clear skies, warm days, cool nights, and the city back to its normal rhythm. Winters are cold, dry, and bitter, with daytime highs often below freezing and the occasional ground blizzard closing I-25 to traffic for hours.