Preheat oven to 350 degrees F. Grease casserole dish.
Shuck the corn and cut all kernels off with a knife into a bowl, making sure to keep all of the runoff juice from the corn. Reserve.
Mix together the milk, heavy cream, cheese, cayenne pepper and eggs. Add in the reserved corn, cheese, cayenne, salt, and pepper. Pour mixture over reserved corn.
Pour into casserole dish and bake for 35 minutes or until set.