According to Sharp's known exhibition records, he offered for sale over a half dozen paintings with titles like Cheyenne Teepees beginning in 1912 through the mid-1920s.  Given the freshness of this work, this may be the version offered in 1916 at Cincinnati's Hotel Gibson galleries in the show Indian and Western Paintings.

This is quite comparable in thematic presentation, palette and atmosphere to an undated painting titled today, Crow Lodges. (see related image, #558) The same teepee is featured in both works suggesting that this may actually be a Crow teepee or perhaps  the home of a Cheyenne family visiting the Crow..