The Russian market of cheeses and cheese products is rapidly developing. Both federal and regional cheese industries demonstrate a systematic increase in production volumes. This article describes the cheese market in the leading cheese-producing regions of the Central Federal District, as well as outlines some prospects for its development. The authors used official data from the Federal State Statistics Service, the Ministry of Agriculture, and regional departments of agriculture, as well as interviews with experts. Cheese production in Russia is mainly concentrated in regions with their own raw materials, i.e., Central, Volga, and Siberian federal districts. The regions of Moscow, Bryansk, and Voronezh proved to be the leading cheese producers in the Central Federal District in 2018–2023 while the Voronezh region is the leader in terms of milk production in all categories of farms. The largest share belongs to semi-hard cheeses, followed by processed cheeses and soft cheeses. Traditional cheeses are in priority demand. The Moscow region is one of the leaders in annual consumption of cheeses and cheese products, i.e., 7 kg per capita. The analyzed regional cheese markets have great potential, given the capabilities of local producers who are actively introducing the latest production technologies and assortment policies.