May in Cheyenne is the rainiest month of the year. In May, the weather in Cheyenne is typically warm. Average daily high temperature in May is about 15 degrees above zero. On average, Cheyenne has 17 rainy, 6 cloudy, 5 sunny, and 3 partly cloudy days in May. The rains are usually heavy. May as well as January, February, March, and April is considered the most uncomfortable time to visit Cheyenne.