Despite the name, the soft drink Vimto is not part of the cocktail. It is made up of one or two shots of ruby port and one 275ml bottle of Blue WKD. However, the resulting mixture does taste very much like a genuine Vimto; hence the name "Cheeky Vimto". Many establishments call it by other names, such as 'cheeky V', in order to avoid infringing the trademark of the soft drink.
A variant, Extra Cheeky Vimto, replaces one of the port shots with neat vodka.