Absolutely, dogs love cheese, but not all dogs can have it as they can be lactose intolerant and it can even cause pancreatitis and those who are not allergic to cheese should only have certain types of cheese as some of them like blue cheese or the fatty ones for example can be toxic to your dog. Cheese is usually too fatty and too high in calories, so give it to your dog in moderation and just as a treat or during training, otherwise you risk making your dog obese.