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.

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.