2-Phenylethanol (2-PE) and 2-phenethyl acetate (2-PEA) are important aroma compounds widely used in food and cosmetic industries due to their rose-like odor. Nowadays, due to the growing demand for natural products, the development of bioprocesses for obtaining value-added compounds has become of great significance. 2-PE and 2-PEA can be produced through the biotransformation of L-phenylalanine using the generally recognized as safe strain Kluyveromyces marxianus. L-phenylalanine bioconversion systems have been typically focused on submerged fermentation processes (SmF), but there is no information about other alternative productive approaches. Here, the solid-state fermentation (SSF) of sugarcane bagasse supplemented with L-phenylalanine was investigated as a sustainable alternative for producing 2-PE and 2-PEA in a residue-based system using Kluyveromyces marxianus as inoculum. An initial screening of the operational variables indicated that air supply, temperature, and initial moisture content significantly affect the product yield. Besides, it was found that the feeding strategy also affects the production and the efficiency of the process. While a basic batch system produced 16 mg per gram of residue (dry basis), by using split feeding strategies (fed-batch) of only sugarcane bagasse, a maximum of 18.4 mg g were achieved. Increase in product yield was also accompanied by an increase in the consumption efficiency of nutrients and precursor. The suggested system results as effective as other more complex SmF systems to obtain 2-PE and 2-PEA, showing the feasibility of SSF as an alternative for producing these compounds through the valorization of an agro-industrial residue.