Burdock (Arctium lappa L.) is one of the nutritional foods widely planted in many countries. Dried burdock root (BR) is available as a herbal tincture and tea in many Asian countries with good flavor and taste. In this study, the volatile components in dried BR were identified and the effects of different drying methods on the volatile components were investigated by HS-GC-MS method. A total of 49 compounds were identified. Different drying methods including hot-air drying (HD, at 50, 60, 70, and 80 °C), vacuum drying (VD, at 50, 60, 70, and 80 °C), sunlight drying (SD), natural drying (ND), and vacuum freeze drying (VFD) were evaluated by HS-GC-MS-based metabolomics method. Results showed that different drying methods produced different effects on the volatile compounds. It was observed that 2,3-pentanedione, 1-(1H-pyrrol-2-yl)-ethanone, furfural, and heptanal were detected at higher concentrations in HD 80 and VD 70. The traditional HD and SD methods produced more flavor substances than VFD. The BR treated by the VFD method could maintain the shape of the fresh BR pieces while HD50 and VD80 methods could maintain the color of fresh BR pieces. These findings could help better understand the flavor of the corresponding processed BR and provide a guide for the drying and processing of BR tea.