Beans are cultivated world-widely and are well-known for being abundant in proteins (20–25%), carbohydrates (50–60%), minerals and vitamins. Several researchers studied the volatile aroma constituents of beans but have not researched the effect of particle size and extraction temperature of beans. Therefore, in our research, volatile compounds of various beans (black bean, mung bean, and soybean) were analyzed on the basis of particle sizes and extraction temperatures by two extraction methods, namely, distillation under reduced pressure-continuous liquid–liquid extraction (DRP-LLE) and hot water extraction. The experimental results confirmed the presence of 10 volatile components. The five major volatile compounds were hexanal, 2-methyl-1-butanol, 1-hexanol, 1-octen-3-ol and benzaldehyde. The highest total volatile compound concentrations in the extracts of black bean, mung bean, and soybean by using DRP-LLE were obtained at 60°C and 355–500 µm, 60°C and 500–710 µm, and 50°C and 355–500 µm, respectively. For the same particle size, the total volatile compound concentrations in the extracts of black bean, mung bean, and soybean obtained by HWE at 70°C were 2–3 times significantly higher than those obtained at 90°C. Moreover, the highest total volatile compound concentration was obtained in the black bean extract by HWE at 500–710 µm, while the lowest total volatile compound concentration in the soybean extract was obtained by HWE at 500–710 µm. The total concentrations of volatiles in the black bean and soybean extracts obtained by DRP-LLE were significantly higher than those obtained by HWE.