This study was conducted to determine the effects of different types of olive cake in the basal diet of Bísaro pigs on the volatile compounds and sensory characteristics of dry-cured loin and “cachaço”. A total of 40 Bísaro breed animals were allocated to four treatments, along with a control group (T1—control, T2—crude olive cake, T3—centrifugation two phases, T4—exhausted, and T5—exhausted with 1% of olive). Various extraction methods (centrifugation, pressing, and exhaustion) were employed for the olive cake used. Furthermore, the extracted olive cake was supplemented with 1% olive oil. Eighty compounds were identified and grouped into eight chemical classes: hydrocarbons, aldehydes, esters, alcohols, ketones, acids, furans, and other compounds. Aldehydes and alcohols were the major groups of compounds, representing 57.06–66.07% and 68.67–75.61% for the loin and “cachaço”, respectively. There were no significant differences between treatments for any of the volatile compounds identified. The major aldehydes were hexanal, heptanal, pentanal, and propanal. These compounds were significantly higher (p < 0.001) in “cachaço”. This significant difference between the two types of dry-cured products was directly related to the amount of total fat content. The major alcohols were 2.3-butanediol, 1-octen-3-ol, 1-butanol, 3-methyl, 1-hexanol, benzyl-alcohol, and glycidol. Except for compounds 2,3-butanediol and benzyl-alcohol, the majority in this group were significantly different in terms of the type of dry-cured product. As for the sensory evaluation, for both dry-cured products, the trained tasters did not detect significant differences between the different treatments. The results showed that the olive cake obtained by different methods of oil extraction did not negatively affect the sensory and volatile components of the processed meat products; thus, they maintained their appeal to the consumer.