Place asparagus, broth, water, onion, and garlic into a soup pot. Bring to a simmer and cook for 6-8 minutes, or until veggies are tender.
Reduce heat to low and add salt and pepper. Use an immersion blender to blend the soup till smooth. A blender can be used in place of an immersion blender. If using a blender place ingredients in blender, blend to smooth, and return to soup pot.
Add cheese and heavy cream. Stir to melt the cheese.