Pichia kluyveri is a promising non-Saccharomyces yeast that can be used in winemaking, but is not well characterized. In this study, aroma-active compounds were identified in cider fermented by P. kluyveri X31-10 using gas chromatography–olfactometry (GC-O) analyses combined with aroma extract dilution analyses (AEDA). Further, genomic and transcriptomic analyses were used to elucidate the potential molecular mechanisms of aroma formation. Aroma-active compounds identified in the cider included 3-methylbutyl acetate, β-damascenone, ethyl 2-methylbutanoate, and 2-phenethyl acetate. A 10.97 Mb complete genome sequence of P. kluyveri X31-10 was determined that contained an estimated 5130 predicted genes. RNA-seq showed numerous differentially expressed genes related to the formation of aroma compounds in P. kluyveri during cider fermentation. Integrative analysis of multi-omics (genomic, transcriptomic, and exometabolomic) data indicated the presence of multiple copies of several genes (e.g., ADH6, ADH7, LEU4) involved in the production of aroma-active compounds, with many uniquely present in the genome of P. kluyveri, but not that of Saccharomyces cerevisiae. The high expression levels of some of these genes could implicate their contributions to producing characteristic alcohol and ester aromas. These data provide new characterization insights into the aroma-active compounds of ciders and genes associated with their formation in non-Saccharomyces yeasts.