The effects of microwave (MW), infrared (IF), and oven heating (OH) on the volatile profile and flavor of perilla oil were investigated in this study. Physicochemical properties and Maillard reaction products of perilla oil were measured to investigate the potential pathway of flavor formation. Sensory evaluation, combined with headspace‐solid‐phase microextraction‐gas chromatography‐mass spectrometry (HS‐SPME‐GC‐MS) and electronic nose (E‐nose) techniques, was employed to determine the categories and contents of volatile compounds in perilla oil. Three heating treatments all effectively increased the content of odor‐active volatile compounds in perilla oil. Samples treated by MW contained higher concentration of heterocyclics, while samples treated using IF and OH contained more aldehydes. The content of (E,E)‐2,4‐heptadienal were highly correlated to P‐AV. The contents of pyrazines and furans were positively correlated with A420nm, particularly 2,5‐dimethyl‐pyrazine, trimethyl‐pyrazine, and 2‐pentylfuran. The content of hexanal and (E)‐2‐hexenal showed a negative correlation with the content of heterocyclic compounds. Consequently, the volatile compounds in perilla oils were generated through three potential mechanisms: lipid oxidation, the Maillard reaction, and their synergistic effect.