Coffee capsules market is on the rise as it allows access to a wide selection of coffee, differing in taste and brand. However, few data about the chemical characterization of the capsule-brewed coffee aroma are available. In this work, an untargeted approach using headspace solid-phase microextraction (HS-SPME) coupled to gas chromatography–mass spectrometry (GC-MS) and combined to chemometrics was performed to study and compare aroma profile from 65 capsule-brewed espresso coffees (ECs) commercialized by five of the most representative brands in Italy. Volatile profiles obtained from ECs were subjected to multivariate statistical analysis, which generally did not show a significant variability among coffees belonging to the same brand, except for those modified after the addition of specific flavor additives or aromatic substances (such as caramel, chocolate, etc.). Similarities may be related to the starting coffee brew or the processing method, which is likely the same for each individual brand. Additionally, partial least squares discriminant analysis (PLS-DA) showed that capsules from a specific brand contain the highest concentration of pyrazines, thus characterized by an intense and characteristic aroma, and a stronger note than those from the other brands. This study supports that the chemical analysis in conjunction with chemometric tools is a useful approach for assessing flavor quality, even if the need remains to identify volatile markers of high-quality beverages.