[2] The county was formed in 1871[3] and named for the Cheyenne Native American tribe.

In the Nebraska license plate system, Cheyenne County is represented by the prefix 39 as it had the 39th-largest number of vehicles registered in the county when the license plate system was established in 1922.

[4] As of the 2000 United States Census,[11] there were 9,830 people, 4,071 households, and 2,686 families in the county.

30.10% of all households were made up of individuals, and 13.30% had someone living alone who was 65 years of age or older.

In no national election since 1936 has the county selected the Democratic Party candidate, and only four total since 1900.