Cheshire Cat is a chain that lives in a dimension created from Alice's memories. He resembles a human form of the Cheshire Cat from Alice in Wonderland. Cheshire was actually Alice's pet cat from 100 years ago. The bell around his neck is the "truth" from 100 years ago, later taken by Break. The Cheshire cat is a unique chain in that he doesn't need a contractor in order to leave the Abyss (since his residence isn't in the Abyss in the first place). Originally believed to be a fervent servant of the Intention of the Abyss, it later turns out that he is trying to protect Alice's memories that she abandoned, in order to prevent her from suffering pain when she recalls them.
Break mentions that Cheshire's eye was his. It is revealed in Break's memory of meeting the Will of the Abyss that Vincent had removed Cheshire's eyes 100 years ago. Cheshire can also be connected to "Through the Looking Glass" as Alice's cat "Kitty." Kitty is also black and has a ribbon tied around his neck.