She was trapped inside choking on smoke and that's when Cheney heard her.
"It was just panicky, smoky, she was trying to catch her breath; you could just hear her, she was in distress," Cheney said.
"I couldn't see, I couldn't breathe," Jackson said.
She was blacking out.
Cheney made a split second decision.
He did not think Jackson would make it through the brutal smoke, so he gave her his airmask.
"He took his oxygen off and put it on me," Jackson said.
"I take a quick breath, rip my helmet off, give her the mask...and just say 'let's go,'"
Giving up his air meant Cheney had to take smoke.
He made it. So did she.
A selfless act? Yes. But was it too risky?
"If I was worried about that, I wouldn't be here and neither would any of these guys I work with. That's what we do, that's who we are," Cheney said.
As a final surprise, Cheney donated his overtime pay of about $500 to help Jackson's family.
"That's going to help so much," Jackson said.
We have met Cheney before, he was one of the injured firefighters in last April's massive warehouse fire that killed two colleagues, Lt. Roberty Neary and Firefighter Daniel Sweeney.
He wears their names on a bracelet.
"Lt. Neary and Firefighter Sweeney, that was their way of telling me everything was going to be okay; they had a hand in that the other night," Cheney said.