When enjoyed in moderation, cheese is a wholesome addition to a healthy diet. It naturally contains milk fat, which does not raise cholesterol levels. With the exception of double and triple cream cheese varieties, which contain added cream, no fat is added to cheese.
Fats have different functions, acting as fuel to satisfy the body's energy needs. They also transport lipo-soluble vitamins A, D, E and K in the body. Vitamins A and D are found in dairy products. Vitamin A, which is predominant in cheese, is essential for cell growth, vision and the immune system. About 80 to 85% of the Vitamin A present in milk is passed on to cheese. Ripening results in little, if any, change in a cheese's vitamin A content. Cheese also contains a large amount of other essential nutrients such as phosphorous, zinc, riboflavin and vitamin B12.
The vitamin content of specific cheeses varies widely as a result of the vitamins in the milk used, the manufacture of cheese, the cultures or microorganisms used, and the conditions and length of the curing period. As most of the fat in milk is retained in the curd, cheese contains the fat-soluble vitamins of the milk used in cheese-making.
The water-soluble vitamins in cheeses vary widely. Thiamin, riboflavin, niacin, vitamin B6, pantothenic acid, biotin, and folate remain in the whey. The more whey retained in the cheese, the greater the content of these water-soluble vitamins in the cheese. The bacterial surface-ripened and mold-ripened cheeses may contain a higher concentration of the B-complex vitamins than the hard and semi-hard types of cheese. Some mold-ripened cheeses contain more of the B vitamins than other types of cheeses.
In short, you shouldn't feel guilty about indulging in cheese - you're actually doing your body a favor.