Although most eukaryotes reproduce sexually at some moment of their life cycle, as much as a fifth of fungal species were thought to reproduce exclusively asexually. Nevertheless, recent studies have revealed the occurrence of sex in some of these supposedly asexual species. For industrially relevant fungi, for which inoculums are produced by clonal-subcultures since decades, the potentiality for sex is of great interest for strain improvement strategies. Here, we investigated the sexual capability of the fungus Penicillium roqueforti, used as starter for blue cheese production. We present indirect evidence suggesting that recombination could be occurring in this species. The screening of a large sample of strains isolated from diverse substrates throughout the world revealed the existence of individuals of both mating types, even in the very same cheese. The MAT genes, involved in fungal sexual compatibility, appeared to evolve under purifying selection, suggesting that they are still functional. The examination of the recently sequenced genome of the FM 164 cheese strain enabled the identification of the most important genes known to be involved in meiosis, which were found to be highly conserved. Linkage disequilibria were not significant among three of the six marker pairs and 11 out of the 16 possible allelic combinations were found in the dataset. Finally, the detection of signatures of repeat induced point mutations (RIP) in repeated sequences and transposable elements reinforces the conclusion that P. roqueforti underwent more or less recent sex events. In this species of high industrial importance, the induction of a sexual cycle would open the possibility of generating new genotypes that would be extremely useful to diversify cheese products.