Quality and authenticity control serve as the customers' and manufacturers' insurance, and thus the development of analytical tools providing these tasks represents an important step of each product development. The control of authenticity in food manufacturing is even more important due to the direct influence of its products on the health of the population. This study sought to develop an easy to use and robust method for the authenticity control of cheese products. The method is based on the measurement of infrared spectra of the gas phase obtained by heating of selected cheese under controlled conditions. Two different procedures, that is, treatment of samples in a desiccator and their freeze-drying, were compared, and also various temperatures and heating times were studied. It was found that suitable fingerprint infrared spectra can be obtained by both techniques; however, freeze-drying offered faster analysis times. The sample heating temperature and time were evaluated using advanced statistical approaches, and it was found that suitable results could be obtained using 120 °C heating for 90 min. This method was tested for the authenticity control of two cheese families, Tvaruzky and Romadur, for which four cheese products were evaluated and successfully discriminated for each family. This method can be potentially used as a cheap and easy to use alternative to other commercially available options.