Jerez (Sherry) is a well-known wine-producing region located in southern Spain, where world-renowned oenological products such as wines, vinegars, and brandies are produced. There are several factors that provide characteristic physical, chemical, and sensory properties to the oenological products obtained in this Sherry region: the climate in the area with hot summers, mild winters, and with limited rainfall; the raw material used consisting on Palomino Fino, Moscatel, and Pedro Ximénez white grape varieties; the special vinification with fortified wines; and aging techniques such as a dynamic system of biological or oxidative aging. These special organoleptic characteristics are responsible for, among others, the aromatic profile of the wines, vinegars and brandies from the area, which explains why this is a subject that has been extensively researched over the years. This bibliographic review aims to compile the different scientific contributions that have been found to date, in relation with the aroma of the oenological products from the Sherry area (dry wines, sweet wines, vinegars, and brandies). We have mainly focused on the different analytical methodologies used and on the main analytes of interest.