Citrus fruits are largely consumed due to their unique and pleasant aromas. Citrus hybrids have been developed to enhance their flavors and bioactivities. Citrus aroma depends on the composition of the volatile compounds in citrus essential oils (CEOs), which are mostly located in the peels. During the extraction of CEOs, a specific series of chemical reactions occurred depending on the extraction methods (CP, cold pressing; HD, hydrodistillation), leading to variations in the composition of volatile compounds. In this study, the orange and the tangor which is a hybrid between C. reticulata × C. sinensis were investigated to compare the changes in volatile compounds based on the extraction methods. Results showed that the CP‐specific volatile compounds were sesquiterpenes, oxygenated monoterpenes, and fatty acid derivatives, while the HD‐specific volatile compounds were terpinyl cation derivatives, limonene, and 4‐vinylguaiacol. On the other hand, the contents of some volatile compounds ((E)‐ocimene, α‐terpinene, and α‐terpinolene) were affected by the Citrus species rather than by the extraction methods. In particular, during HD, terpinene‐4‐ol and 4‐vinylguiacol, known as off‐flavor compounds in citrus juice, were formed more abundantly in the orange than in the tangor. In conclusion, these results provide comprehensive data on essential oils, especially those derived from oranges and tangors, for selecting the appropriate extraction method for obtaining a higher yield and quality of citrus flavor.