In samples of Artemisia campestris (AC), Artemisia herba-alba (AHA) and Salvia jordanii (SJ) essential oils, up to 200 distinct volatile compounds were identified. Using headspace solid-phase microextraction combined with gas chromatography–olfactometry–mass spectrometry (HS-SPME-GC-O-MS), different panelists detected 52 of these compounds. This study offers the most detailed analysis of bioactive compound profiles conducted so far. The most abundant compounds identified were curcumene, making up 12.96% of AC, and camphor, constituting 21.67% of AHA and 19.15% of SJ. The compounds with the highest odor activity value (OAV) were (E,Z)-2,4-nonadienal (geranium, pungent), 3-nonenal (cucumber) and 2-undecenal (sweet) in AC, AHA and SJ, respectively. AHA essential oil showed significant antioxidant activity (IC50 = 41.73 ± 4.14 mg/g) and hydroxyl radical generation (hydroxylation percentage = 29.62 ± 3.14), as assessed by the diphenylpicrylhydrazyl (DPPH) method. In terms of oxygen radical absorbance capacity (ORAC), the strongest antioxidant activity was obtained for SJ essential oil (antioxidant activity of the essential oils, AOX = 337.49 ± 9.87).