This review article appraises the extraction methods, compositions, and bioactivities of the essential oils from the Citrus species (family: Rutaceae) endemic to Malaysia including C. aurantifolia, C. grandis, C. hystrix, and C. microcarpa. Generally, the fresh peels and leaves of the Citrus species were extracted using different methods such as steam and water distillation, Likens-Nikerson extraction, solvent extraction, and headspace solid-phase micro-extraction (HS-SPME). Most of the Citrus oils were found to be rich in monoterpene hydrocarbons with limonene (1) as the major component identified in the peels of C. aurantifolia (39.3%), C. grandis (81.6%–96.9%), and C. microcarpa (94.0%), while sabinene (19) was the major component in the peels of C. hystrix (36.4%–48.5%). In addition, citronellal (20) (61.7%–72.5%), linalool (18) (56.5%), and hedycaryol (23) (19.0%) were identified as the major components in the oil of C. hystrix leaves, C. grandis blossom and C. microcarpa leaves, respectively. The C. hystrix essential oil has been experimentally shown to have antimicrobial and antifeedant activities, while no bioactivity study has been reported on the essential oils of other Malaysian Citrus species.