The Ghost Dance War was the military reaction of the United States government against the spread of the Ghost Dance movement on Lakota Sioux reservations in 1890 and 1891. The United States Army designation for this conflict was Pine Ridge Campaign. White settlers called it the Messiah War. Lakota Sioux reservations were occupied by the US Army, causing fear, confusion, and resistance among the Lakota. It resulted in the Wounded Knee Massacre wherein the 7th Cavalry killed over 250 Lakota, primarily unarmed women, children, and elders, at Wounded Knee on December 29, 1890; as a recognition for surviving an ambush, the US government awarded the Medal of Honor to 20 US soldiers. The end of the Ghost Dance War is usually dated January 15, 1891, when Lakota Ghost-Dancing leader Kicking Bear decided to meet with US officials. However, the US government continued to use the threat of violence to suppress the Ghost Dance at the Pine Ridge, Rosebud, Cheyenne River, and Standing Rock reservations.

The Ghost Dance ceremony began as part of a Native American religious movement in 1889. It was initiated by the Paiute religious leader Wovoka, after a vision in which Wovoka said Wakan Tanka (Lakota orthography: Wakȟáŋ Tȟáŋka, usually translated as Great Spirit) spoke to him and told him directly that the ghost of Native American ancestors would come back to live in peace with the remaining Native Americans for the rest of eternity, and that practicing the ghost dances would hasten the arrival of these events. It was also believed that shirts worn during these ritualistic dances would protect the wearer from bullets. The Sioux also believed that a series of devastating natural disasters would occur, which would wipe out all white people while Native Americans would be protected. This religious movement quickly spread by Native Americans throughout the continent and most western reservations, including Lakota reservations in South Dakota. Sitting Bull allowed Kicking Bear to preach and teach the dance at Standing Rock. At the same time, the religion was also preached by Short Bull to the Brulé at Rosebud and embraced by Spotted Elk at Cheyenne River, and by Red Cloud at Pine Ridge. This started the push to bring US troops into the Dakotas.

Merritt H. Day organized a militia called the Spring Creek Volunteers in the southern Black Hills during what settlers then called Messiah War or the Sioux Uprising, but is now called the Ghost Dance War.

The Last Days of the Sioux Nation described the original group as "sixty-two ranchers and cowboys mustered by Col. H. M. [sic] Day into the South Dakota militia...spoiling for a fight." U.S. Army officers in the area corresponded with "Col. M. H. Day" and dictated their area of patrol.

Gov. Arthur C. Mellette sent Day one hundred rifles and 5,000 cartridges for those guns on December 6, 1890. Mellette appointed Day "aide-de-camp" responsible for the "[Black] Hills campaign" and asked him to coordinate with the mayor of Rapid City. After Sitting Bull was shot and killed, Mellette sent Day another 200 rifles and 7,000 cartridges.

Men of the Dakota Militia are estimated to have killed between 12 and 18 Lakota in mid-December 1890, "kinsmen, brothers, or sons of the Lakota seeking refuge on Stronghold." The Dakota Militia's actions were a significant precipitating factor in the confrontation that culminated in the Wounded Knee massacre.

By January 1891, following Wounded Knee, the militia under Day had expanded to some 200 men who "patrolled Cheyenne River as a screen for the Black Hills settlements."

Day resigned his position as colonel of the militia in a telegram to Gov. Mellette on July 8, 1891.