To study the relationship between sea urchin phospholipids (SUP) and sea urchin gonads (SUG) in flavor production, volatile flavor components of SUG and SUP were analyzed and characterized with gas‐ion mobility spectrometry (GC‐IMS) combined with a flavor analyzer (Flavourspec®‐G.A.S). A total of 48 volatile flavor compounds, mainly aldehydes (29), ketones (6), and esters (4), were identified in the heated SUG and SUP. By constructing flavor fingerprints of SUG and SUP, significant changes of flavor compounds were observed before and after heating. It was shown that some volatile compounds were detected in both SUG and SUP, such as E‐2‐octanal, 3‐methylbutyraldehyde, 2,3 pentanedione, 2‐pentylfuran, and trimethyl pyrazine, which were presumed to be mainly generated from flavor precursors in SUP after heating. Principal Component Analysis (PCA) showed significant differences of volatile flavor in SUG and SUP before and after heating, suggesting that heating played an important role in flavor production in sea urchins. Therefore, SUP heated was responsible for key flavor substances production in SUG, which can provide a scientific basis for the flavor fortmation mechanism of sea urchins. Novelty Impact Statement Analysis of the role of phospholipids on sea urchin flavor formation by comparing the flavor changes of sea urchin gonads and sea urchin phospholipids after heating will help understand the flavor formation mechanism in foods. Flavor components in sea urchin gonads and phospholipids were significantly changed after heating suggested that heating plays an important role in flavor production. Changes in phospholipids in sea urchin gonads may be related to changes in flavor.