Musannaf Ibn Abi Shayba 16:188

Abu Bakr narrated to us, he said: Abu Usama narrated to us, from Abd al-Malik, he said: I heard Sa'id ibn Jubayr saying: Do not eat of the cheese except what the Muslims, the Jews, and the Christians have made. As for the Magians, their slaughtered animals are not lawful for us, so how could their cheese be lawful for us?