Sheep’s second cheese whey (SCW), the by-product resulting from whey cheese production, was used as a component of cheese coatings containing oregano (Origanum compactum) and clary sage (Salvia sclarea) essential oils (EOs). SCW powder was obtained by the ultrafiltration/diafiltration of SCW followed by reverse osmosis and freeze drying. The coatings were produced with a mixture of SCW and whey protein isolate (WPI) using glycerol as plasticizer. Model cheeses were produced with cow´s milk and those containing SCW:WPI coatings; those with and without EOs were compared to controls without coating and with a commercial coating containing natamycin. At the end of ripening (28 days), the cheeses containing EOs presented higher water activity (ca. 0.930) and moisture content, as well as lower titratable acidity. Concerning color parameters, significant differences were also observed between products and as a result of ripening time. However, the use of SCW:WPI coatings did not significantly influence the color parameters at the end of ripening. Regarding texture parameters, the cheeses containing SCW:WPI coatings presented significantly lower values for hardness, chewiness, and gumminess. Significant differences were also observed for all microbial groups evaluated either between products and as a result of ripening time. In all cases, lactobacilli and lactococci counts surpassed log 7–8 CFU/g, while the counts of yeasts and molds increased steadily from ca. log 3 to log 6 CFU/g. The lowest counts of yeasts and molds were observed in the samples containing natamycin, but nonsignificant differences between products were observed. In conclusion, SCW:WPI cheese coatings can successfully substitute commercial coatings with the advantage of being edible packaging materials manufactured with by-products.