Dongxiang tribute sheep have a history of use in food dishes such as “Dongxiang Handgrip,” which dates back hundreds of years and is a favorite halal food in northwestern China. However, little is known about the mutton quality characteristics of Dongxiang tribute sheep. Here, we measured the sensory characteristics, nutritional quality, and flavor substances to comprehensively evaluate the mutton quality characteristics of these sheep. The mutton qualities of Dongxiang tribute, Tibetan, Ujumqin, and Hu sheep were comprehensively evaluated by membership function. Subsequently, the volatile components in mutton samples from 30 Dongxiang tribute sheep were detected via gas chromatography and ion mobility spectrometry (GC-IMS), and their fingerprints were established. The result of meat quality revealed that the shear force, the contents of protein, essential amino acid (EAA), non-essential amino acid (NEAA), and n-6/n-3 ratio of Dongxiang tribute mutton were better than the other three breeds. Membership functions were calculated for 10 physical and chemical indexes of mutton quality, and the comprehensive membership function values of the four breeds in order of highest to lowest mutton quality were Tibetan sheep (0.76) > Dongxiang tribute sheep (0.49) > Hu sheep (0.46) > Ujumqin sheep (0.33). Thirty volatile compounds were identified via GC-IMS: seven alcohols, eight aldehydes, five ketones, two esters, two phenols, one ether, one furan, one acid, two hydrocarbons, and one pyrazine. Ketones, aldehydes, and alcohols were the main volatile compounds forming the flavor of Dongxiang tribute sheep mutton. The reliability of the results was validated by PCA (principal component analysis) and similarity analyses. Our results provide reference value for consumers of mutton in China.