The Cheyenne War normally refers to a conflict between the US armed forces and a small group of Cheyenne families, taking place around 1878.

By the late 1870's the Cheyenne tribes had been forced to resettle in reservations in and around the state of Oklahoma (see also Trail of Tears and Indian Removal). Conditions here were very poor and many Cheyenne people died of starvation and disease. In '78, a small group numbering around 300 and led by chiefs Dull Knife and Little Wolf escaped the reservation.

The two groups made it to their former homeland around the Platte River after defending themselves succesfully in four engagements with the US army. Here, the two groups split up. Little Wolf's followers spent the winter in South Dakota or Montana. This group was eventually allowed to remain in Montana, along with the remaining Cheyenne from the reservation.

Dull Knife's band headed northwest but was surprised and cought by a cavalry division. They were taken to Fort Robinson and were demanded to return to the reservation. Upon refusal the group was denied food and water. In desperation the group broke out of the prison and fled away from the troops. Unarmed, outnumbered and starving the group was cornered after 12 days. Apparently the remaining 20-30 tribespeople did not surrender and were shot.

The fate of Dull Knife himself is unclear. Some say he was among the thirty who were killed last, others that he (with or without his family) made it to another reservation where he was hidden, perhaps to resettle once more in the Cheyenne reservation in Montana.