The Diocese of Cheyenne (Latin: Dioecesis Cheyennensis) is a Latin Church ecclesiastical territory, or diocese, of the Catholic Church in the state of Wyoming in the United States. It is a suffragan diocese in the ecclesiastical province of the metropolitan Archdiocese of Denver.
The cathedral and mother church for the Diocese of Cheyenne is St. Mary's Cathedral, located in Cheyenne, Wyoming. The diocese covers all of Wyoming, as well as the parts of Yellowstone National Park in Montana and Idaho.