January in Cheyenne is the windiest month of the year. In January, the weather in Cheyenne is typically cold. Average daily high temperature in January is about 1 degree above zero. On average, Cheyenne has 17 partly cloudy, 10 sunny, 2 rainy, and 2 cloudy days in January. The rains are usually light. January as well as February, March, April, and May is considered the most uncomfortable time to visit Cheyenne.