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It is easy to play the near neighbour for logistical reasons.
Unfortunately for Cheika, and every past Wallabies coach, the closest neighbour also happens to be the world's best team by some distance.
Cheika's Wallabies play the All Blacks three times a year.
Cheika is apparently under pressure for his job though he will at least know he has got some easier games coming up before having to take on the All Blacks in Japan in late October.
Last Saturday's test at Eden Park was Cheika's 50th game in charge of the Wallabies.
In that time he has racked up 25 wins, 23 losses and two draws.
Against the All Blacks though he has recorded two wins and nine losses, having a win percentage of just 18%. The only side he has a worse record against is England where the Australians have only the one win from seven games when Cheika has been in charge.
There have been calls for Cheika to move aside and find someone better.
But a quick look at the record book shows that person is not going to change anything soon.
Cheika took over from Ewen McKenzie who had a short two-year stint. In 22 tests, the Wallabies had 11 wins, 10 losses and a draw.
McKenzie's side played the All Blacks six times and never tasted victory, with five losses and a draw.
Former Crusaders coach Robbie Deans was coach of the Australian team from 2008-13 and in that time coached in 74 tests.
He racked up 43 wins, 29 losses with two draws.
Against New Zealand though, Deans has his share of angst. He lost 15 times, had three wins and a draw.
All up since Deans took over in 2008, the Wallabies have played the All Blacks 36 times. In all that time all it can show for it is five wins and two draws.
Rod McQueen, who coached the Wallabies from 1997-2001 had the best record of recent time against the All Blacks. In seven tests, he compiled five wins and two losses.
Overall, the Wallabies have a win record of just over 50%. The All Blacks are closer to 80%. So it's no surprise the men in yellow and green struggle against them.
New Zealand Rugby chief executive Steve Tew was asked yesterday whether tests between the Wallabies and All Blacks were losing their sting because of the lack of competitiveness. He said the test at Eden Park was sold out, so people still enjoyed the contest and it was up to Australian rugby to comment on its team.