The human nose has been used as a detector in gas chromatography analysis to evaluate odoriferous compounds related to aroma and quality of wine. Several olfactometric techniques are available to access the description, intensity, and/or duration of the odor of each compound. Olfactometry can be associated with one‐dimensional gas chromatography or multidimensional gas chromatography, including heart‐cut gas chromatography and comprehensive two‐dimensional gas chromatography. Multidimensional gas chromatography may help to resolve coeluted compounds and detect important trace components for the aroma. The identification of odor‐active compounds may help to differentiate wines according to terroir, grapes cultivars used in winemaking or types of aging, understand the role of fungal infection of grapes for wine quality, find the best management practices in vineyard and vinification to obtain the greatest quality. In addition, when the instrumental techniques are combined with sensory analysis, even more accurate information may be obtained regarding the overall wine aroma. This review discloses the state of the art of olfactometric methods and the analytical techniques used to investigate odor‐active compounds such as one‐dimensional gas chromatography, multidimensional gas chromatography, and comprehensive two‐dimensional gas chromatography. The advances in knowledge of wine aroma achieved with the use of these techniques in the target and profiling approaches were also discussed.