IIRC, dogs have been used historically as companion animals for captive cheetahs. It's probably on the wiki somewhere. I distinctly remember reading an article in National Geographic that said at least one adult captive-bred cheetah was introduced to a dog and they really hit it off, and had a lot of fun being best buddies.
I can see how an even-tempered breed dog would be good for a captive cheetah. Cheetahs need a lot of exercise to stay healthy, and dogs are sources of boundless energy.