Since ancient times, sheep`s milk cheeses have been a part of a human diet. Currently, their consumption is of great interest due to its nutritional and health values. The aim of the article was to review the chemical composition of sheep’s milk cheeses and its main bioactive ingredients in the context of nutritional and health values. Sheep’s milk cheeses are rich in functionally and physiologically active compounds such as: vitamins, minerals, fatty acids, terpenes, sialic acid, orotic acid and L-carnitine, which are largely originate from milk. Fermentation and maturation process additionally enrich them in other bioactive substances as: bioactive peptides, γ-aminobutyric acid (GABA) or biogenic amines. Studies show that sheep’s milk cheese consumption may be helpful in the prevention of civilization diseases, i.e. hypertension, obesity or cancer. However, due to the presence of biogenic amines, people with metabolic disorders should be careful of their intake.