Roger Mills County is a county located in the western part of the U.S. state of Oklahoma. As of the 2020 census, the population was 3,442, making it the fourth-least populous county in Oklahoma. Its county seat is Cheyenne. The county was created in 1891.

Roger Quarles Mills was an American lawyer and Democratic Party politician who represented Texas in the United States House of Representatives from 1873 to 1892 and the United States Senate from 1892 to 1899. He serves as an officer in the Confederate States Army during the American Civil War.