Due to their inhibitory effect on the growth and fermentation of yeasts, medium-chain fatty acids can be used for the production of naturally sweet wines. Addition of octanoic acid, decanoic acid or their combinations is able to stop the alcoholic fermentation, reducing at the same time the doses of sulphur dioxide addition needed for the same goal in the classical technologies. Doses in the range of 10–30 mg L−1 of these acids were used, and their effect on the aroma profile of the sweet wines obtained was evaluated by using a chromatographic electronic nose with two columns. Based on the chromatographic peaks, which are considered the sensors of this e-nose, differentiation of the wines treated with octanoic or decanoic acids is easily achieved. The acid doses, the type of acid and also the yeast used for fermentations have all detectable influences on the volatile profiles of the wines. Discriminant factor analysis was applied on the e-nose data to separate the wines obtained with different treatments. Several differences in the content of the volatile compounds were identified and discussed in view of their sensory influences and the impact of treatment and yeast, respectively. Special attention was given to the formation of ethyl octanoate and ethyl decanoate which, at acid additions over 10 mg L−1, are formed in quantities which have a detectable influence on the aromatic profile. Ethyl octanoate and decanoate are produced in direct relation to the dose of the corresponding acids, but the yeast named ST leads to higher amounts of ethyl decanoate while the one named ERSA leads to higher amounts of ethyl octanoate. In accordance with the e-nose results, the aromatic profile obtained by stopping the fermentation with decanoic acid and using the ERSA yeast is more complex, the wines thus produced preserving more of the varietal and fermentation aroma. This research will be continued at an industrial scale.