PECORINO CHEESE: WHAT IS IT ANYWAY? Pecorino cheese is any hard, semi-hard or fresh cheese that is made using sheep's milk. Seven pecorino cheeses have protected designation of origin status, or DOP, under the European union law. This means they’ve been aged upwards of 8 months and are a stagionato, pasta dura (hard) cheese. The Italian word for sheep is pecora, which stems from the Latin word pecus (livestock), hence the name pecorino.