Cheyenne is a town in Roger Mills County, Oklahoma, United States. The population was 801 at the 2010 census. It is the county chair of Roger Mills County.

Cheyenne is the location of the Battle of Washita River (also called Battle of the Washita; Washita Battlefield; Washita Massacre), where George Armstrong Custer’s 7th U.S. Cavalry attacked the sleeping Cheyenne village of Black Kettle on the Washita River on November 26, 1868.

Cheyenne has been a county seat since 1895. But construction of the nearest railroad into the area, the Clinton and Oklahoma Western Railway (“C&OW”) terminated in 1912 at Strong City, and that township was laid out with a rocky knoll in the middle reserved for the County Courthouse should Strong City become the county seat instead of Cheyenne. To keep their town’s position, the citizens of Cheyenne responded by building the Cheyenne Short Line Railroad happening the Washita River valley to Strong City to attach to the C&OW. In 1914 the courthouse in Cheyenne burned, and the fear anew arose in Cheyenne that the citizens of Strong City would govern to have the other courthouse built there. But Cheyenne came in the works with the funding, and a additional two-story brick courthouse was build up in that town. Strong City remained a competitor for a while, and in 1932 managed to route a give access highway (Oklahoma State Highway 33) through the locale, thus missing Cheyenne. But in the 1930s several situation houses relocated from Strong City to Cheyenne, losing that town population and businesses while Cheyenne grew during the decade.

During the 1970s Cheyenne and the surrounding Place benefited from the natural gas and oil further in the Panhandle-Hugoton field, the largest-volume gas arena in the United States, and the world’s largest known source of helium. Between 1973 and 1993 the field produced on zenith of eight trillion cubic feet (230,000,000 m³) of gas.