Characteristic aromas are usually key labels for food products. In this study, the volatile profiles and marker substances of coconut jam during concentration were characterized via sensory evaluation combined with headspace solid phase microextraction-gas chromatography-tandem mass spectrometry (HSPME/GC-MS). A total of 33 aroma compounds were detected by HSPME/GC-MS. Principal component analysis revealed the concentration process of coconut jam can be divided into three stages. In the first stage, esters and alcohols were the two main contributors to the aroma of the coconut jam. Next, a caramel smell was gradually formed during the second stage, which was mainly derived from aldehydes, ketones and alcohols. The concentration of aldehydes increased gradually at this stage, which may be the result of a combination of the Maillard reaction and the caramelization reaction. In the final sterilization stage, the 'odor intensity' of caramel reached the maximum level and a variety of aroma compounds were produced, thereby forming a unique flavor for the coconut jam. Finally, furfural fit a logistic model with a regression coefficient (r 2 ) of 0.97034. Therefore, furfural can be used as a marker substance for monitoring the concentration of coconut jam.