Cheek began learning to play the alto saxophone at age eleven, and upon graduation from high school, he attended Webster University.

[1] He studied at the Berklee College of Music under Joe Viola, Hal Crook, and Herb Pomeroy, and earned his bachelor's degree.

[2] He moved to New York City in 1992, where he played with Paul Motian in the Electric Bebop Band, and co-founded Bloomdaddies with Seamus Blake.

[1] His debut release as a leader, I Wish I Knew, appeared in 1997 and featured Kurt Rosenwinkel,[3] and by 2010, three more solo albums with Cheek as bandleader on the Fresh Sound label followed; A Girl Named Joe (1997), Vine (1999), and Blues Cruise, in 2005.

The Bloomdaddies With Seamus Blake, Jesse Murphy, Jorge Rossy and Dan Reiser With Frank Carlberg With Jen Chapin With Alan Ferber With Stephane Furic With Charlie Haden's Liberation Music Orchestra With Guillermo Klein With Chris Lightcap's Bigmouth With Paul Motian and the Electric Bebop Band With Wolfgang Muthspiel With Mika Pohjola With Rudder With others Burak Bedikyan, Leap of Faith (SteepleChase, 2015) – recorded in 2014