The vocal repertoire of captive cheetahs (Acinonyx jubatus) and the specific role of meow vocalizations in communication of this species attract research interest about two dozen years. Here, we expand this research focus for the contextual use of call types, sex differences and individual differences at short and long terms. During 457 trials of acoustic recordings, we collected calls (n = 8120) and data on their contextual use for 13 adult cheetahs (6 males and 7 females) in four Russian zoos. The cheetah vocal repertoire comprised 7 call types produced in 8 behavioural contexts. Context-specific call types (chirr, growl, howl and hiss) were related to courting behaviour (chirr) or to aggressive behaviour (growl, howl and hiss). Other call types (chirp, purr and meow) were not context-specific. The values of acoustic variables differed between call types. The meow was the most often call type. Discriminant function analysis revealed a high potential of meows to encode individual identity and sex at short terms, however, the vocal individuality was unstable over years. We discuss the contextual use and acoustic variables of call types, the ratios of individual and sex differences in calls and the pathways of vocal ontogeny in the cheetah with relevant data on vocalization of other animals.