The essential oil fraction obtained from the rind of Citrus spp. is rich in chemical compounds of interest for the food and perfume industries, and therefore has been extensively studied during the last decades. In this manuscript, we provide a comprehensive review of the volatile composition of this oil fraction and rind extracts for the 10 most studied Citrus species: C. sinensis (sweet orange), C. reticulata (mandarin), C. paradisi (grapefruit), C. grandis (pummelo), C. limon (lemon), C. medica (citron), C. aurantifolia (lime), C. aurantium (bitter orange), C. bergamia (bergamot orange), and C. junos (yuzu). Forty-nine volatile organic compounds have been reported in all 10 species, most of them terpenoid (90%), although about half of the volatile compounds identified in Citrus peel are non-terpenoid. Over 400 volatiles of different chemical nature have been exclusively described in only one of these species and some of them could be useful as species biomarkers. A hierarchical cluster analysis based on volatile composition arranges these Citrus species in three clusters which essentially mirrors those obtained with genetic information. The first cluster is comprised by C. reticulata, C. grandis, C. sinensis, C. paradisi and C. aurantium, and is mainly characterized by the presence of a larger abundance of non-terpenoid ester and aldehyde compounds than in the other species reviewed. The second cluster is comprised by C. junos, C. medica, C. aurantifolia, and C. bergamia, and is characterized by the prevalence of mono- and sesquiterpene hydrocarbons. Finally, C. limon shows a particular volatile profile with some sulfur monoterpenoids and non-terpenoid esters and aldehydes as part of its main differential peculiarities. A systematic description of the rind volatile composition in each of the species is provided together with a general comparison with those in leaves and blossoms. Additionally, the most widely used techniques for the extraction and analysis of volatile Citrus compounds are also described.