The volatile compounds and sensory profiles of 18 different types of distilled soju, chosen with regard to various raw materials and distillation methods (atmospheric vs. vacuum), were explored using headspace solid-phase microextraction (HS-SPME) with gas chromatography-mass spectrometry (GC-MS) and descriptive analysis. General chemical properties such as pH, total acidity (TA), total soluble solids (°Brix), and lactic acid concentration were also determined. A total of 56 volatile compounds, comprising 31 esters, 11 alcohols, 1 acid, 4 aldehydes, 3 ketones, and 6 miscellaneous compounds, were identified. From the principal component analysis (PCA) of the volatile data, samples made using atmospheric distillation such as MSO and PJU showed a clear difference from decompressed distillation samples. Based on the PCA of the sensory data, there was also a clear distinction between samples by their distillation method. To explore relationships among chemical, volatile, and sensory data sets, multiple factor analysis (MFA) was applied. Yeasty and earthy flavors showed a close relationship with 1-nonanol, octatonic acid, and longer-chain esters such as ethyl phenylacetate and ethyl tetradecanoate, and with chemical parameters such as TA, °Brix, and lactic acid.