However, IF you're staying in a Disney Resort, you can utilize Remote/Resort Check In at your hotel. You can check in for your flight AND check your luggage through to your destination airport, even if you're not using Magical Express to get to MCO.
Just make sure you arrange it several days in advance - don't just pop up at the counter a couple of hours before your flight and expect your luggage to get home. The earlier in the day you can check it and you in, the better.