Preheat oven to 375 F. Slice the tops off of the bell peppers and remove the seeds. Place peppers onto a large baking sheet.
Brown ground beef in a large skillet over medium heat, breaking it up with a spatula until it is no longer pink. Drain the grease. Add in cooked rice and tomato sauce into the beef and let heat through.
Evenly divide the beef mixture into each bell pepper. Sprinkle shredded cheese on top of each pepper. Bake for 20-25 minutes.