For starters, you don’t have sex with a sex doll, because a sex doll is not a person. The correct term for using a sex toy is masturbation.
Cheating is breaking the rules of your relationship. Every relationship has different rules. If masturbating with a sex toy is against the rules of your particular relationship, then yes, that’s cheating.
Having said that, healthy relationships with healthy people generally don’t forbid using sex toys. If a person becomes upset at the idea you’re using a sex toy, I’d suggest finding a more secure partner.
