We consider nonnegative ‐finite measure spaces coupled with a proper functional that plays the role of a perimeter. We introduce the Cheeger problem in this framework and extend many classical results on the Cheeger constant and on Cheeger sets to this setting, requiring minimal assumptions on the pair measure space perimeter. Throughout the paper, the measure space will never be asked to be metric, at most topological, and this requires the introduction of a suitable notion of Sobolev spaces, induced by the coarea formula with the given perimeter.