In May, the weather in West Yellowstone is typically warm. Average daily high temperature in May is about 9 degrees above zero. On average, West Yellowstone has 8 rainy, 8 sunny, 7 cloudy, 7 partly cloudy, and 1 snowy day in May. The rains are usually heavy. May as well as March, April, June, and October is considered the most uncomfortable time to visit West Yellowstone.