Food fraud, corresponding to any intentional action to deceive purchasers and gain an undue economical advantage, is estimated to result in a 10 to 65 billion US dollars/year economical cost worldwide. Dairy products, such as cheese, in particular cheeses with protected land- and tradition-related labels, have been listed as among the most impacted as consumers are ready to pay a premium price for traditional and typical products. In this context, efficient food authentication methods are needed to counteract current and emerging frauds. This review reports the available authentication methods, either chemical, physical, or DNA-based methods, currently used for origin authentication, highlighting their principle, reported application to cheese geographical origin authentication, performance, and respective advantages and limits. Isotope and elemental fingerprinting showed consistent accuracy in origin authentication. Other chemical and physical methods, such as near-infrared spectroscopy and nuclear magnetic resonance, require more studies and larger sampling to assess their discriminative power. Emerging DNA-based methods, such as metabarcoding, showed good potential for origin authentication. However, metagenomics, providing a more in-depth view of the cheese microbiota (up to the strain level), but also the combination of methods relying on different targets, can be of interest for this field.