This study investigated the changes in aroma composition and perception of sunflower oils induced by seed roasting using sensory‐oriented flavor analysis. Volatile compounds were extracted by solvent‐assisted flavor evaporation and headspace solid‐phase microextraction. Odorants were characterized by gas chromatography‐olfactometry‐mass spectrometry and aroma extract dilution analysis. The cold‐pressed and roasted sunflower oils contained 13 and 50 odorants, respectively, with the flavor dilution factors between 1 and 256. Fifty‐six odorants were newly identified in sunflower oils. Quantification of 26 important odorants by the external standard method revealed apparent changes induced by seed roasting in loss of terpenes, formation of Maillard reaction products, and the increase in lipid oxidation products. The most important odorants (odor active values, OAVs = 1–1857) in the cold‐pressed sunflower oil included α‐pinene (11,145 µg/kg), β‐pinene (4068 µg/kg), linalool (56 µg/kg), hexanal (541 µg/kg), octanal (125 µg/kg), α‐phellandrene (36 µg/kg), and (E)‐2‐octenal (69 µg/kg), contributing to the raw sunflower seed, woody, green, earthy, and sweet aromas of the oil. The most important contributors (OAVs = 1–884) to the roasted, smoky, and burnt aromas of the roasted sunflower oil were 2‐ and 3‐methylbutanal (6726 and 714 µg/kg), 2,6‐dimethylpyrazine (2329 µg/kg), 2,5‐dimethylpyrazine (12,228 µg/kg), 2,3‐dimethylpyrazine (238 µg/kg), 2,3‐pentanedione (1456 µg/kg), 2‐pentylfuran (1332 µg/kg), 2,3‐dimethyl‐5‐ethylpyrazine (213 µg/kg), and 1‐pentanol (693 µg/kg). Aroma recombination of the key odorants in odorless sunflower oil adequately mimicked the general aroma profiles of sunflower oils. This study provides an important foundation for understanding the relationship between oil processing and aroma molecules of sunflower oils. Practical Application The clear changes observed in the composition and concentrations of key aroma compounds explained the changes in sensory characteristics of sunflower seed oils induced by seed roasting on a molecular basis. Characterizing the key aroma‐active composition of sunflower oil and investigating its relationship with oil processing could provide important practical applications for the sunflower oil industry in flavor regulation, quality control, product development, and process optimization.