The Cheyenne River Indian Reservation was created by the United States in 1889 by breaking up the Great Sioux Reservation, following the attrition of the Lakota in a series of wars in the 1870s. The reservation covers almost all of Dewey and Ziebach counties in South Dakota. In addition, many small parcels of off-reservation trust land are located in Stanley, Haakon, and Meade counties.

The total land area is 4,266.987 sq mi (11,051.447 km²), making it the fourth-largest Indian reservation in land area in the United States. Its largest community is unincorporated North Eagle Butte, while adjacent Eagle Butte is its largest incorporated city.