Headspace solid phase micro extraction was used for extraction of volatile compounds characterizing sea buckthorn wine, raw juice, and new fermented must in Qinghai province (China). Extracted compounds were identified by mass spectrometry after gaschromatographic analysis. There were 53, 48, 37, and 38 compounds in the volatile fraction of sweet, dry sea buckthorn wine, juice, and must comprising of higher alcohols, ethyl esters, acetates, fatty acids, and carbonyl compounds, which may contribute to the typical flavor of sea buckthorn wine. After cluster analysis, the concentration of volatile compounds showed good ability to describe the volatile characterization of various products of different storage time, juices, and new fermented must.