Popular Science has an article about why some people can smell ants, and why the most common ant in the eastern part of the US smells like bleu cheese:

The most common type of ant that people find in their homes on the East Coast and in the Midwest is called the odorous house ant, and when squished, it releases a pheromone that smells like blue cheese. This odorous chemical belongs to a group of chemical compounds called methyl ketones. It’s also produced by the Penicillium mold that grows on rotting coconuts and it’s what gives blue cheese its distinctive, pungent odor.