Cheyenne County is a county located in the U.S. state of Colorado. The county population was 1,748 at 2020 census. The county seat is Cheyenne Wells. Cheyenne County was created with its present borders by the Colorado State Legislature on March 25, 1889, out of portions of northeastern Bent County and southeastern Elbert County. It was na…Cheyenne County is a county located in the U.S. state of Colorado. The county population was 1,748 at 2020 census. The county seat is Cheyenne Wells. Cheyenne County was created with its present borders by the Colorado State Legislature on March 25, 1889, out of portions of northeastern Bent County and southeastern Elbert County. It was named after the Cheyenne Indians who occupied eastern Colorado.