Cheyenne is a town in Roger Mills County, Oklahoma, United States. As of the 2020 census, the town’s population was 771. It is the county seat of Roger Mills County.

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.