Background and purpose: Previous observational studies have yielded conflicting results regarding the association between cheese intake and atherosclerosis. Also, relative contribution to each subtype (coronary atherosclerosis, peripheral atherosclerosis, cerebral atherosclerosis, and arterial stiffness) remains unclear. The primary objective of this investigation was to assess the causal association between cheese intake and atherosclerosis. Methods: A two-sample Mendelian randomization (MR) study was conducted based on summary statistics from published genome-wide associations of cheese intake (n = 451,486 individuals), coronary atherosclerosis (n = 14,334 cases, 346,860 controls), peripheral atherosclerosis (n = 6,631 cases, 162,201 controls), arterial stiffness (n = 151,053 individuals, no available cases/controls), cerebral atherosclerosis (n = 104 cases, 218,688 controls), and atherosclerosis (excluding cerebral, coronary, and peripheral arterial disease [PAD]) (n = 6,599 cases, 212,193 controls). Primary analysis was conducted using an inverse-variance weighted (IVW) method. Sensitivity analyses included weighted median, MR Egger, and weighted mode analyses. Results are shown as odds ratio (OR) and 95% confidence interval (CI). Results: In the IVW analysis, genetically predicted cheese intake was inversely associated with coronary atherosclerosis (OR: 0.98, 95% CI: 0.97–0.99; P = 0.002), peripheral atherosclerosis (OR: 0.56, 95% CI: 0.37–0.84; P = 0.006), arterial stiffness (OR: 0.87, 95% CI: 0.81–0.94; P = 0.001), and atherosclerosis (excluding cerebral, coronary, and PAD) (OR: 0.65, 95% CI: 0.43–0.98; P = 0.037), but not with cerebral atherosclerosis (OR; 0.91, 95% CI: 0.07–11.28: P = 0.941). The sensitivity analyses supported an association of cheese intake with coronary atherosclerosis, peripheral atherosclerosis, arterial stiffness, and atherosclerosis (excluding cerebral, coronary, and PAD), but not cerebral atherosclerosis. Conclusions: This study suggested that cheese intake is inversely associated with coronary atherosclerosis, peripheral atherosclerosis, arterial stiffness, and atherosclerosis (excluding cerebral, coronary, and PAD), but not cerebral atherosclerosis. These findings support dietary interventions, especially increasing cheese intake, in subjects with high risk to cardiovascular diseases.