Three varieties of safflower seed oil (SSO) from Xinjiang Autonomous Region, China, were analyzed by headspace solid‐phase micro‐extraction gas chromatography coupled with mass spectrometry (HS‐SPME‐GC‐MS) to reveal volatile components. Overall, 67 volatile components were determined and four compounds including isoamyl alcohol, caproic acid, n‐pentanal, and heptanal were newly identified in SSO as aroma‐active components. Meanwhile, 16 compounds were selected by relative odor activity value (ROAV) to evaluate contributions of single compounds to the overall odor (ROAV > 1), in which nonanal, (Z)‐6‐nonenal, and (E)‐2,4‐decadienal were the top three contributed substances (ROAV > 70). The sensory panel was described as eight definition terms (grassy, fruity, almond, mushroom, fatty, sweet, paddy, and overall fragrance). Principal component analysis (PCA) revealed a significant separation of three cultivars with the first principal component (PC‐1) and the second principal component (PC‐2) expressing 73.9% and 23.1%, respectively. Both PCA and ROAV allowed identifying the compounds positively correlated to sensory evaluation.