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Top Things to Do in Wyoming's Capital City

24 April 2025

Picture of Capital Building in Cheyenne, Wyoming

What to Do in Cheyenne, Wyoming

Cheyenne has a “small town” feel despite being Wyoming’s largest city. The community is known for volunteerism, particularly evident in Frontier Days organization. The city has a distinctive climate with strong year-round winds and cold winters.

The city features several historical sites including the Cheyenne Depot Museum, Wyoming State Museum, and Historic Governor’s Mansion. Wyoming offers tax advantages including no state income tax.

Frontier Days - Cheyenne’s Biggest Attraction

Cheyenne Frontier Days will take place from Friday, July 18, to Sunday, July 27, 2025.

For more information, see our blog posts here: (http://comfyhouserentals.com/blog/cheyenne-wy-frontier-days-2025-guide)[Cheyenne Frontier Days 2025]

Historical and Cultural Attractions

  • Cheyenne Depot Museum: Union Pacific Depot with railroad history exhibits
  • Wyoming State Museum: State history and culture displays
  • Cheyenne Frontier Days Old West Museum: Rodeo history museum
  • Historic Governor’s Mansion: Former residence of Wyoming governors
  • Cowgirls of the West Museum: Focuses on women in the American West
  • Big Boy Steam Engine: Large steam locomotive display at Holiday Park
  • Quebec 01 Missile Alert Facility: Cold War-era missile command center

Outdoor Activities

  • Cheyenne Botanic Gardens: Gardens, conservatory, and children’s area
  • Curt Gowdy State Park: Hiking, mountain biking, fishing, and camping
  • Vedauwoo Recreation Area: Rock formations for hiking and climbing
  • Lions Park and Sloan’s Lake: City park with lake
  • Terry Bison Ranch Resort: Bison tours and horseback riding
  • Cheyenne Greenway: 37-mile network of paved trails

Local Experiences

  • Breweries and Distilleries: Accomplice Beer Company, Black Tooth Brewing Company, Chronicles Distilling
  • Downtown Shopping: Western wear at The Wrangler, boutiques, antique shops
  • Cheyenne Street Railway Trolley Tour: Guided city tour
  • Live Music: Various venues throughout the city

Historical and Cultural Attractions

Cheyenne’s history is deeply intertwined with the development of the American West, and many of its top attractions showcase this rich heritage.

Cheyenne Depot Museum

Housed in the beautifully restored Union Pacific Depot, this museum stands as a testament to Cheyenne’s pivotal role in railroad history. The grand building itself is a National Historic Landmark and offers visitors a glimpse into the golden age of rail travel.

Wyoming State Museum

For a comprehensive understanding of Wyoming’s rich heritage, visit the Wyoming State Museum. With exhibits spanning the state’s history, culture, and natural resources, it provides an excellent introduction to what makes Wyoming unique.

Cheyenne Frontier Days Old West Museum

Celebrate the history and traditions of the “Daddy of ‘em All” at this dedicated museum. Even if you can’t attend the famous rodeo event, the museum offers a year-round opportunity to explore its significance and impact on Western culture.

Historic Governor’s Mansion

Step back in time with a tour of the Historic Governor’s Mansion, offering a fascinating peek into the lives of Wyoming’s former first families. The well-preserved historic home provides insights into different eras of Wyoming’s political history.

Cowgirls of the West Museum

This unique museum celebrates the often-untold stories of women in the American West. Learn about the significant contributions of women to Western heritage and ranching culture.

Big Boy Steam Engine

Train enthusiasts won’t want to miss the impressive Big Boy Steam Engine on display at Holiday Park. As one of the largest steam locomotives ever built, it’s a powerful reminder of America’s railroad history.

Quebec 01 Missile Alert Facility

For a truly unique experience, tour the Quebec 01 Missile Alert Facility located just outside the city. This preserved Cold War-era nuclear missile command center offers a fascinating glimpse into a tense period of American history.

Outdoor Adventures

Despite its location on the high plains, Cheyenne provides easy access to a variety of outdoor recreational opportunities.

Cheyenne Botanic Gardens

Offering a tranquil escape with beautifully themed gardens, a tropical conservatory, and a dedicated children’s village, the Botanic Gardens provide a peaceful retreat in the heart of the city.

Curt Gowdy State Park

Just a short drive west of the city lies Curt Gowdy State Park, a haven for outdoor enthusiasts. With extensive trails for hiking and mountain biking, as well as opportunities for fishing and camping, it’s set amidst the stunning landscape of the Laramie Mountains.

Vedauwoo Recreation Area

Also to the west is the Vedauwoo Recreation Area, renowned for its unique and dramatic rock formations. These natural sculptures attract hikers and rock climbers from around the region looking to test their skills on the distinctive granite outcroppings.

Lions Park and Sloan’s Lake

Within the city itself, Lions Park offers a pleasant green space with Sloan’s Lake, providing opportunities for walking, picnicking, and relaxation close to the urban center.

Terry Bison Ranch Resort

For a different kind of outdoor experience, Terry Bison Ranch Resort provides train tours that allow visitors to get up close with bison herds. The ranch also offers horseback riding and fishing opportunities for a true Western experience.

Cheyenne Greenway

Active visitors will appreciate the Cheyenne Greenway, a network of over 37 miles of paved trails offering a convenient way to explore the city by walking, running, or cycling.

Local Experiences

Beyond the major attractions, Cheyenne offers a variety of local experiences that contribute to its unique character.

Craft Beverage Scene

Cheyenne boasts a growing craft beverage scene with several local breweries and distilleries:

  • Accomplice Beer Company
  • Black Tooth Brewing Company
  • Chronicles Distilling
  • Pine Bluffs Distilling

Visit these establishments to sample locally made products and experience Cheyenne’s creative spirit.

Downtown Shopping

Shopping opportunities abound in downtown Cheyenne, where visitors can find Western wear stores like The Wrangler, along with unique boutiques and antique shops. It’s the perfect place to find authentic Western gear or memorable souvenirs.

Cheyenne Street Railway Trolley Tour

A unique way to see the city’s landmarks is by taking a Cheyenne Street Railway Trolley Tour, which provides a narrated journey through historic districts and major attractions.

Live Music Venues

The city has a growing live music scene, with various venues hosting performances across different genres. Check local listings to catch performances during your visit.

Cheyenne Frontier Days 2025

If you’re visiting in late July, don’t miss Cheyenne Frontier Days, known as the “World’s Largest Outdoor Rodeo and Western Celebration.” The ten-day extravaganza features professional rodeo action, major music concerts, parades, pancake breakfasts, a carnival midway, and much more. The 2025 event will take place from July 18-27, featuring performances by artists like Luke Bryan, Cody Johnson, and Brooks & Dunn.

Getting There

Cheyenne is accessible via:

  • Cheyenne Regional Airport (CYS) with daily United Airlines flights to Denver
  • Denver International Airport, about 90 minutes south by car
  • Interstate highways I-80 (east-west) and I-25 (north-south)
  • Amtrak train service
  • Greyhound and FlixBus bus services

Climate Considerations

Be prepared for Cheyenne’s distinct climate:

  • Winters can be cold with average temperatures in the 30s-40s°F and lows in the teens
  • Strong winds are present year-round, with Cheyenne ranking among the windiest cities in America
  • Summer days are generally pleasant but can feature sudden weather changes
  • The city sits at an elevation of approximately 6,062 feet, which may require acclimation