Long-chain fatty acid ethyl ester (LCFAEEs) is colorless and has a weak wax and cream aroma. It can be used as an intermediate for the synthesis of emulsifiers, and stabilizers and be applied in the production of flavor essence. It is also an important trace component in Baijiu and is attributed to making a contribution to the quality of Baijiu, but its distribution in Baijiu has not been clear, and its influence mechanisms on Baijiu quality have not been systematically studied. Therefore, the distribution of LCFAEEs for Baijiu in different years (2014, 2015, 2018, and 2022), different grades (premium, excellent, and level 1; note: here Baijiu grade classification was based on Chinese standard (GB/T 10781) and enterprise classification standard), and different sun exposure times (0, 6, 12, 20, 30, and 50 days) was uncovered. Thus, in this study, the effect of LCFAEEs on the quality of Baijiu was comprehensively and objectively proven by combining modern flavor sensomics and multicomponent chemometrics. The results showed that with the increase in Baijiu storage time, the concentration of LCFAEEs increased significantly in Baijiu (4.38–196.95 mg/L, p < 0.05). The concentration of LCFAEEs in level 1 Baijiu was significantly higher than that in excellent and premium Baijiu (the concentration ranges of ET, EP, EO, E9, E912, and E91215 were: 0.27–2.31 mg/L, 0.75–47.41 mg/L, 0.93–1.80 mg/L, 0.98–12.87 mg/L, 1.01–27.08 mg/L, and 1.00–1.75 mg/L, respectively, p < 0.05). With the increase in sun exposure time, the concentration of LCFAEEs in the Baijiu first increased significantly and then decreased significantly (4.38–5.95 mg/L, p < 0.05). As the flavor sensomics showed, the concentrations of LCFAEEs in Baijiu bodies were significantly correlated with the Baijiu taste sense (inlet taste, aroma sensation in the mouth), as well as with the evaluation after drinking (maintaining taste) (p < 0.05, r > 0.7). Based on the above, LCFAEEs are critical factors for Baijiu flavor thus, it is essential to explore a suitable concentration of LCFAEEs in Baijiu to make Baijiu’s quality more ideal.