Anecdotal sources suggest that it's in the craft/fabric department together with other sewing supplies.
For inquiries, please contact your local Walmart Store.
Cheesecloth is a cotton cloth that is loosely woven and resembles gauze. It comes in seven grades, from open to extra-fine weave. The grade is determined by the amount of threads per inch constructed in each direction.
You don't have to look far to find a viable substitute for cheesecloth in an average kitchen. Here are some substitutes for cheesecloth from Leaf.tv.