There is no simple answer to this question, as every season has its highlights.
Typically, Kenya's long rains occur in April, May and early June. This is followed by a cooler dry season between July and October. The short rains fall for a few weeks in November, and the hotter dry season is December to March.
Ol Pejeta Conservancy has excellent game all year round. For self drive visitors, a 4x4 is essential in the rainy season.