Chief Roman Nose lived in this rugged canyon from 1887 until he died there in 1917. He was born in 1856 and given the name Woquini meaning "Hook Nose". He grew to manhood within a hostile environment involving many Cheyenne raiding parties. In 1875 all warring Cheyennes returned to the agency at Darlington. Here he was arrested and sent to Ft. Marion in St. Augustine, Florida where he learned to speak, read and write the English language.

He was then moved to an Institute in Virginia. Here he accepted the Christian faith and was baptized Henry Caruthers Roman Nose. His name Henry came from Richard Henry Pratt, the commander of the fort in St. Augustine. His name Caruthers came from Mrs. Horace Caruthers, his devoted teacher and friend in Florida. He learned tinsmithing at a boarding school in Pennsylvania before returning to his homeland in 1881.

Roman Nose discovered much had changed during the six years he had been away. Traditional Indian ways were almost nonexistent. White domination permeated all aspects of Indian life. Slowly he became disillusioned with what the whites offered. Roman Nose eventually spurned the white society. He left the agency and took his family to live in what is now Roman Nose State Park.