Unemployment Rate in Cheyenne, WY (MSA) was 3.80% in December of 2025, according to the United States Federal Reserve. Historically, Unemployment Rate in Cheyenne, WY (MSA) reached a record high of 8.60 in January of 2010 and a record low of 2.50 in September of 2023. Trading Economics provides the current actual value, an historical data chart and related indicators for Unemployment Rate in Cheyenne, WY (MSA) - last updated from the United States Federal Reserve on April of 2026.