This study aimed to enhance “Pecorino” type ovine cheese by adding Moringa oleifera leaves powder (MOLP). Cheese-making trials, conducted at industrial level, used raw ewes' milk and two selected Lactococcus lactis strains. The experimental plan included a control production (CTR), and two experimental productions with 1% or 2% MOLP addition (1-MOLP and 2-MOLP, respectively). MOLP did not hinder starters development, which reached about 8.0 Log CFU/g in 2-month ripened cheeses. Illumina results highlighted lactococci dominance in all trials [45.98%–62.48% of relative abundance (RA)]. Physicochemical analysis showed that MOLP-enriched cheeses had higher protein content and lower secondary lipid oxidation. The addition of MOLP increased total phenolic compounds in cheese, reaching 3.64 mg GAE/g in the 2-MOLP sample. MOLP-enriched cheeses showed significantly higher radical scavenging activity than CTR production (p < 0.0001). Ultrahigh-performance liquid chromatography-electrospray ionization tandem mass spectrometry (UHPLC-ESI-MS/MS) revealed increased levels of chlorogenic acid, protocatechuic acid, caffeic acid, and ferulic acid due to MOLP enrichment. In the presence of MOLP, cheese volatile organic compounds were affected by compounds like 2-octanone, 3-hexen-2-one, heptane, nonanol, and linalool. 1-MOLP cheese was comparable to CTR production in overall satisfaction (sensory evaluation). Including MOLP in cheese production offers exciting opportunities for functional Sicilian ewes’ milk products.