The exposure of humans to microplastics through food is a topic of great interest. Foods of marine origin, such as fish and salt, have been the most extensively studied in this regard. Conversely, foods considered less likely to be contaminated (such as dairy products) have been investigated to a lesser extent. This is the first study addressing the occurrence of microplastics in cheese. In this paper, we report the first analytical approach for cheese preparation, before a chemical analysis of microplastics in cheese was performed. Therefore, the most suitable digestion methods were investigated. Alkaline digestion (i.e., KOH 5 M, 50 °C, 48 h) achieved a digestion efficiency of 97.5 ± 0.8%. To assess the feasibility of the preparative method proposed, a recovery rate of spiked polystyrene microbeads (~10 µm) of 98.5 ± 0.4% was determined. Further, the effects of the digestion agent on the microbeads were also investigated. To confirm whether the preparative method allows for the confirmation of the plastic-nature of microparticles, a qualification of spiked microplastics (polystyrene, 150 µm, and polyethylene terephthalate, 300 µm) was performed using pyrolysis–gas chromatography–mass spectrometry.