The limited availability of raw materials for cigarette aroma, particularly in emerging spices, highlights the need for proactive research in exploring and utilising new flavours. Pyrrole derivatives are an important class of five membered nitrogen‐containing heterocyclic compounds with beautiful aroma and excellent biological activity. By synthesising 2‐(2,5‐dimethyl‐1H‐pyrrol‐1‐yl)‐4‐methylpentanoic acid using the Paal–Knorr reaction followed by esterification reactions, novel pyrrole ester fragrances (5a and 5b) were obtained for further investigation. The two synthesised compounds were characterised using nuclear magnetic resonance spectroscopy (1H and 13C NMR), infrared spectroscopy (IR) and high‐resolution mass spectrometry (HRMS). Furthermore, the thermal properties, smoke transfer behaviour and antioxidant capacity of compounds 5a and 5b were evaluated. Thermogravimetric analysis (TG) revealed that compounds 5a and 5b exhibited major mass loss phases between 124.3°C–450°C and 116.8°C–450°C, respectively, with mass loss rates of 80.58% and 95.45%. Pyrolysis (Py) of compounds 5a and 5b resulted in the formation of eight and nine compounds, respectively. Moreover, the transfer rates of mainstream smoke particles from flavour additives 5a and 5b in tobacco shreds were higher compared with cigarette paper flavouring. Compound 5a demonstrated slightly higher antioxidant activity involving 2,2‐diphenyl‐1‐picrylhydrazyl (DPPH), hydroxyl radicals (•OH) and superoxide anion () than compound 5b. These findings support the development of new tobacco flavours and fragrance components and encourage further practical investigations.