Thanks! :3

It's the game.. thank you very much! :)

Could be Zoids. There was a Gameboy Zoids game that did have a catch-em-all aspect to it. And robo-cheetahs with guns.
1st one came out in 2000.
Zoids, Jashin Fukkatsu! Geno Breaker Hen


Then another one in 2001.
Zoids, Shirogane no Juukishin Liger Zero