Pet owners think of their animals as part of their family, which further promotes the growth of the pet food market, encouraging pet owners to select nutritious, palatable, and high-quality foods for pets. Therefore, the evaluation of taste and volatile compounds in pet foods is essential to improve palatability. In this study, the sensory characteristics of taste and odor compounds in 10 commercially available dry dog foods were investigated using electronic tongue (E-tongue), electronic nose (E-nose), gas chromatography–mass spectrometry (GC-MS), and gas chromatography–olfactometry (GC-O). Dry dog foods were separated based on the sensory properties of taste and volatile compounds through the multivariate analysis of integrated results of the E-tongue and E-nose. A total of 67 odor active compounds were detected through GC-MS and GC-O, and octanal, nonanal, 2-pentyl furan, heptanal, and benzaldehyde were identified as key odor compounds which may have positive effects on food intake. The multivariate analysis was used to classify samples based on key odor compounds. Volatile compounds responsible for aroma properties of samples were evaluated using GC-O and multivariate analysis in this present study for the first time. These results are expected to provide fundamental data for sensory evaluation in producing new dog foods with improved palatability.