Hot Springs County includes the southern portion of Wyoming's Big Horn Basin, and is surrounded by mountains.

A small portion of the Shoshone National Forest is in the western part of the county.

The Wind River Indian Reservation extends into southern Hot Springs County.

As of the 2000 United States Census,[10] there were 4,882 people, 2,108 households, and 1,353 families in the county.

As of the 2010 United States Census, there were 4,812 people, 2,185 households, and 1,362 families in the county.

[11] In terms of ancestry, 30.1% were German, 15.3% were Irish, 15.1% were English, 8.4% were Scotch-Irish, and 8.3% were American.

[16][17] The facility was operated by the Wyoming Board of Charities and Reform until that agency was dissolved as a result of a state constitutional amendment passed in November 1990.

[18] Hot Springs County voters have been reliably Republican for many decades.

In only one national election since 1948 did the county select the Democratic Party candidate (as of 2024).