Field muskmelon seed oil was extracted by press extraction (PE), Soxhlet extraction (SE), organic extraction (OSE), and aqueous extraction (AE). The oils were then evaluated for their physicochemical properties, fatty acid composition, volatile compounds, and antioxidant properties. A high yield oil was found in the SE sample. The AE sample had the highest elevated acid and peroxide values, while PE and OSE had the highest oil iodine content. The oil samples did not differ significantly in their fatty acid profile depending on the extraction method. However, E-nose, HS-GC-IMS, and HS-SPME-GC-MS showed that the flavor composition of the four samples was significantly different, attributed to the changes in the composition and content of the compounds caused by the different extraction methods. Furthermore, the strongest FRAP and the free radical scavenging ability of DPPH and ABTS+ showed in the SE sample. In general, SE’s seed oil has certain advantages when applied to the muskmelon seed oil industry.