Sea buckthorn clear juice is clarified and transparent, maintains high nutritional value and flavor, and is favored by consumers. Herein, we used sea buckthorn clear juice as a raw material to determine the effects of three concentration methods, namely vacuum thermal concentration, vacuum freezing concentration and reverse osmosis membrane concentration, on the quality and volatile components of the juice. The results showed that the browning index of the sea buckthorn clear juice increased by 54.7% after the vacuum thermal concentration, thereby a darker color. The reason was the concentration treatments significantly increased 5-hydroxymethylfurfural content (p < 0.05) in the juice. Furthermore, polyphenol, flavonoid, and ascorbic acid contents were reduced by 21.3%–26.01%, 8.4%–23.94%, and 17.35%–22.02%, respectively, after subjecting the juice to the concentration treatments. Compared with the thermal concentration methods, the nonthermal concentration method better preserved the characteristic sweet and sour flavor of sea buckthorn clear juice as well as reduced the relative content of aromatic components with irritating bad odors, such as aldehydes (7.24% vs. 10.16%) and acids (8.2% vs. 8.82%), in sea buckthorn clear juice. In conclusion, the nonthermal concentration method can better maintain the quality and aroma of sea buckthorn clear juice.