Although cheese is high in calcium, it contains elements that will contribute to your cholesterol levels. It increases the level of triglycerides as well.
So, what if you love your cheese? Popular cheeses like mozzarella, cheddar, Swiss, Monterey Jack, blue cheese and provolone all contain the same amount of cholesterol and saturated fat: 21 - 29 grams of cholesterol and 3.7 to 5.9 grams of saturated fat. But out of these, the ones that contain the lowest of these two elements is provolone and mozzarella. Skimmed or partly skimmed cheeses like ricotta or cottage cheese (paneer) have even lesser amounts.
If you like your cheeses, look for low fat versions, now readily available in supermarkets. You could also look out for non dairy or vegan cheeses - made of soya etc. If nothing else helps, use lower quantities of cheese in your diet.