X-ray irradiation is an emerging non-thermal technology that is used as a preservation and sanitization technique to inactivate pathogens and spoilage organisms, increasing the shelf life of products. In this work, two different types of surface-ripened cheeses, Brie and Camembert, produced with cow milk, were treated with X-rays at three dose levels, 2.0, 4.0 and 6.0 kGy, to evaluate the irradiation effects on the volatile profile using a volatolomic approach. The headspace solid-phase microextraction (HS-SPME) technique combined with gas chromatography–mass spectrometry (GC–MS) was used to extract and analyze the volatile fraction from these dairy matrices. The HS-SPME method was optimized by a central composite design in combination with a desirability optimization methodology. The Carboxen/PDMS fiber, 50 °C for extraction temperature and 60 min for time extraction were found to be the best parameter settings and were applied for this investigation. The obtained fingerprints demonstrated that the irradiation-induced changes are dose dependent. The X-ray irradiation produced many new volatiles not found in the non-irradiated samples, but it also varied the amount of some volatiles already present in the control. Specifically, aldehydes and hydrocarbons increased with the irradiation dose, whereas alcohols, carboxylic acids, esters, methyl esters, ketones, lactones and sulfur-containing compounds showed a non-linear dependence on the dose levels; indeed, they increased up to 4.0 kGy, and then decreased slightly at 6.0 kGy. This trend, more evident in the Camembert profile, is probably due to the fact that these compounds are involved in different oxidation mechanisms of lipids and proteins, which were induced by the radiation treatment. In these oxidative chemical changes, the production and degradation processes of the volatiles are competitive, but at higher doses, the decomposition reactions exceed those of formation. A principal component analysis and partial least square discriminant analysis were used to discriminate between the treated and untreated samples. Moreover, this study allowed for the identification of potential markers of X-ray treatment for the two cheeses, confirming this approach as a useful tool for the control of irradiated surface-ripened cheeses.