Culicoides biting midges (Diptera: Ceratopogonidae) are important vectors of arboviruses in Africa. Culicoides oxystoma has been recently recorded in the Niayes region of Senegal (West Africa) and its high abundance on horses suggests a potential implication in the transmission of the African horse sickness virus in this region. This species is also suspected to transmit bluetongue virus to imported breeds of sheep. Little information is available on the biology and ecology of Culicoides in Africa. Therefore, understanding the circadian host-seeking activity of this putative vector is of primary importance to assess the risk of the transmission of Culicoides-borne pathogens. To achieve this objective, midges were collected using a sheep-baited trap over two consecutive 24-h periods during four seasons in 2012. A total of 441 Culicoides, belonging to nine species including 418 (94.8%) specimens of C. oxystoma, were collected. C. oxystoma presented a bimodal circadian host-seeking activity at sunrise and sunset in July and was active 3 h after sunrise in April. Daily activity appeared mainly related to time periods. Morning activity increased with the increasing temperature up to about 27 °C and then decreased with the decreasing humidity, suggesting thermal limits for C. oxystoma activity. Evening activity increased with the increasing humidity and the decreasing temperature, comprised between 20 and 27 °C according to seasons. Interestingly, males were more abundant in our sampling sessions, with similar activity periods than females, suggesting potential animal host implication in the facilitation of reproduction. Finally, the low number of C. oxystoma collected render practical vector-control recommendations difficult to provide and highlight the lack of knowledge on the bio-ecology of this species of veterinary interest.