Guangdong black teas have diverse flavors and aromas. To explore the molecular basis of these aromas, we extracted and analyzed the volatile flavor compounds of 31 black tea samples from 7 districts (Yingde, Luokeng, Renhua, Meizhou, Chaozhou, Lianshan, and Heyuan) in Guangdong Province with headspace solid-phase microextraction (HS-SPME) coupled with gas chromatography–mass spectrometry (GC–MS). Then, 135 volatile flavor compounds (VFCs) were identified and grouped into 12 classes according to their chemical structure. Notably, alcohols accounted for 31.40–44.43% of total VFCs. The score plot of supervised partial least squares-discriminant analysis (PLS-DA) revealed good discrimination for most black tea samples. Additionally, 64 compounds with variable importance in projection > 1.0 were identified as differential odorants. Through an odor activity value analysis, eight volatile compounds were identified as the key active differential VFCs: linalool, methyl salicylate, phenylethyl alcohol, p-cresol, 3-methyl-butanoic acid, geraniol, benzaldehyde, and benzeneacetaldehyde. Thus, benzeneacetaldehyde and linalool in YJ-Yingde samples, benzaldehyde in Luokeng samples with an almond-like aroma, phenylethyl alcohol in the Heyuan samples, and p-cresol and 3-methyl-butanoic acid in the Chaozhou samples were the key volatile flavor compounds that could differentiate local black teas from other black teas. These findings will enrich the research in tea aroma chemistry and provide a method for identifying the origins of Guangdong black teas.