Frontier Days Rodeo takes place in the city of Cheyenne, and the closest airport is the Cheyenne Regional Airport, less than 10m from the city center. This airport is only served by nonstop flights from the Dallas-Fort Worth Airport, so passengers from outside Dallas need to prepare for a layover before getting to their final destination. Alternatively, you can fly into Denver International Airport in the neighboring state of Colorado, 1h 30m away by car.