The essential oil derived from Citrus plants has long been used for medicinal purposes, due to its broad spectrum of therapeutic characteristics. To date, approximately 162 Citrus species have been identified, and many investigational studies have been conducted to explore the pharmacological potential of Citrus spp. oils. This study investigated the volatile constituents of essential oil distilled from the leaves of C. hystrix, C. limon, C. pyriformis, and C. microcarpa, using gas chromatography–quadrupole mass spectrometry. A total of 80 secondary compounds were tentatively identified, representing 84.88–97.99% of the total ion count and mainly comprising monoterpene (5.20–76.15%) and sesquiterpene (1.36–27.14%) hydrocarbons, oxygenated monoterpenes (3.91–89.52%) and sesquiterpenes (0.21–38.87%), and other minor chemical classes (0.10–0.52%). In particular, 27 compounds (1.19–39.06%) were detected across all Citrus species. Principal component analysis of the identified phytoconstituents and their relative quantities enabled differentiation of the Citrus leaf oils according to their species, with the loading variables contributing to these metabolic differences being identified. The Citrus leaf oils were tested for their antioxidant and antiproliferative activities using 2,2-diphenyl-1-picryl-hydrazylhydrate (DPPH) and 3-(4,5-dimethylthiazol-2-yl)-2,5-diphenyltetrazolium bromide (MTT) assays. The results indicated that C. limon displayed the highest DPPH radical scavenging ability (IC50 value of 29.14 ± 1.97 mg/mL), while C. hystrix exhibited the lowest activity (IC50 value of 279.03 ± 10.37 mg/mL). On the other hand, all the Citrus oils exhibit potent antiproliferative activities against the HeLa cervical cancer cell line, with IC50 values of 11.66 μg/mL (C. limon), 20.41 μg/mL (C. microcarpa), 25.91 μg/mL (C. hystrix), and 87.17 μg/mL (C. pyriformis).