The side effects and potential impacts on human health by traditional chemical additives as food preservatives (i.e., potassium and sodium salts) are the reasons why novel policies are encouraged by worldwide public health institutes. More natural alternatives with high antimicrobial efficacy to extend shelf life without impairing the cheese physicochemical and sensory quality are encouraged. This study is a comprehensive review of emerging preservative cheese methods, including natural antimicrobials (e.g., vegetable, animal, and protist kingdom origins) as a preservative to reduce microbial cheese contamination and to extend shelf life by several efforts such as manufacturing ingredients, the active ingredient for coating/packaging, and the combination of packaging materials or processing technologies. Essential oils (EO) or plant extracts rich in phenolic and terpenes, combined with packaging conditions and non-thermal methods, generally showed a robust microbial inhibition and prolonged shelf life. However, it impaired the cheese sensory quality. Alternatives including EO, polysaccharides, polypeptides, and enzymes as active ingredients/nano-antimicrobials for an edible film of coating/nano-bio packaging showed a potent and broad-spectrum antimicrobial action during shelf life, preserving cheese quality parameters such as pH, texture, color, and flavor. Future opportunities were identified in order to investigate the toxicological effects of the discussed natural antimicrobials’ potential as cheese preservatives.