Active cellulose acetate films incorporated with oregano essential oil (antimicrobial film) were previously subjected to high hydrostatic pressure treatment (300 MPa/5 min (FHP1) or 400 MPa/10 min (FHP2)) and investigated for possible changes in their antimicrobial efficiency. In parallel, the efficiency of the antimicrobial films, high hydrostatic pressure (300 MPa/5 min or 400 MPa/10 min), or a combination of antimicrobial film and high hydrostatic pressure, was tested on coalho cheese, experimentally contaminated with Listeria monocytogenes, Escherichia coli, and Staphylococcus aureus, stored for 21 days under refrigeration. Investigations in culture media (agar, brain–heart infusion broth, and micro-atmosphere) detected antimicrobial efficiency for all films, with or without high hydrostatic pressure, against the three bacteria. However, the data indicated that the treatment with 300 MPa/5 min may have impaired the migration of oregano essential oil from FHP1, justifying its lower efficiency in solid medium and brain–heart infusion broth. In cheese samples, the combination of antimicrobial film and 400 MPa/10 min caused greater reductions in counts for the three microorganisms, at zero time throughout the entire coalho cheese storage. Only antimicrobial film or combination (antimicrobial film and high hydrostatic pressure) were able to control microbial multiplication during the 21 days. Therefore, the results confirm that the individual use of high hydrostatic pressure (300 MPa/5 min or 400 MPa/10 min) at the level evaluated can allow bacterial multiplication during storage and that the combination of antimicrobial packaging and high hydrostatic pressure has greater potential to ensure a safer coalho cheese.