As a charismatic carnivore that is vulnerable to extinction, many studies have been conducted on predation by the cheetah Acinonyx jubatus. Cheetah are generally considered to capture medium‐sized prey; however, which species are actually preferred and why has yet to be addressed. We used data from 21 published and two unpublished studies from six countries throughout the distribution of the cheetah to determine which prey species were preferred and which were avoided using Jacobs' index. The mean Jacobs' index value for each prey species was used as the dependent variable in multiple regression, with prey abundance and prey body mass as predictive variables. Cheetah prefer to kill and actually kill the most available prey present at a site within a body mass range of 23–56 kg with a peak (mode) at 36kg. Blesbok, impala, Thomson's and Grant's gazelles, and springbok are significantly preferred, whereas prey outside this range are generally avoided. The morphological adaptations of the cheetah appear to have evolved to capture medium‐sized prey that can be subdued with minimal risk of injury. Coincidentally, these species can be consumed rapidly before kleptoparasites arrive. These results are discussed through the premise of optimality theory whereby decisions made by the predator maximize the net energetic benefits of foraging. Information is also presented that allows conservation managers to determine which prey species should be in adequate numbers at cheetah reintroduction sites to support a cheetah population. Conversely, these results will illustrate which potential prey species of local conservation concern should be monitored for impact from cheetahs as several species are likely to be preyed upon more frequently than others.