An apparatus for making cheese including a whey conduit, a milk conduit, and a heat exchange device between the whey conduit and the milk conduit. Preferably, the heat exchange device includes a heat transfer circuit including a heat transfer conduit, heat transfer medium in the heat transfer conduit, a whey heat exchanger between the whey conduit and the heat transfer conduit, and a milk heat exchanger between the heat transfer conduit and the milk conduit. A thermal storage device can be in thermal contact with the heat exchange device to allow heat energy from the whey to be accumulated and stored for future use in heating incoming milk. The thermal storage device includes a thermal storage conduit, a thermal storage heat exchanger between the heat exchange device and the thermal storage conduit, thermal storage medium in the thermal storage conduit, and a thermal storage tank.
