A method for producing a blue mould cheese from milk, and in particular pasteurized milk, in which (i) the milk is subjected to an ultrafiltration process which separates the milk into an aqueous permeate and a retentate, until a retentate called a "liquid pre-cheese", the volume of which is reduced at least to 1/3 of the volume of milk subjected to said ultrafiltration process, is obtained; (ii) said liquid pre-cheese is inoculated with a ferment; (iii) rennet is added and the mixture is left to coagulate so as to obtain a cheese; (iv) the cheese is pricked by piercing a plurality of holes or channels so as to allow the blue mould to develop, and in which method the blue mould is added either into the mass of the liquid cheese or into said holes or channels pierced in the cheese.