Cigars have unique aroma and style characteristics. In order to clarify the differences of aroma components between domestic and imported cigars and the material basis of the stylistic characteristics of different cigars, gas chromatography-mass spectrometry (GC-MS) and sensory evaluation were used to compare and analyze the aroma components in the mainstream smoke of four domestic cigars and two imported cigars. The GC-MS results showed that a total of 97 aroma components were measured in the smoke of the six cigars, and the types of aroma components were similar, but there were differences in their contents. In comparison with those of domestic cigars, imported cigars had suitable nicotine content, and higher contents of phytol, neophytadiene, 3-methylpentanoic acid, and (+)-δ-cadinene. To further explore the differences in the aroma components of the six cigars, GC-MS data combined with chemometrics were used to screen out 14 key aroma components based on P-value (P) < 0.05, Variable Importance Projection (VIP) > 1, and Aroma Activity Values (OAV) > 1. The key aroma components of each cigar were obtained, Snow Dream No. 5: cedrol; Wangguan Guocui: 6-methyl-5-hepten-2-one, pyridine, 2-ethyl-6-methylpyrazine; General Achileus No. 3: p-cresol, 2-methylbutyraldehyde, methyl cyclopentenolone; Montecristo No. 4: cedrol, 2-methylbutyraldehyde, guaiacol, 4-vinylguaiacol, methyl cyclopentenolone; Romeo y Julieta Wide Churchills: cedrol, 2,6-dimethylpyrazine, 2-ethyl-6-methylpyrazine, 2-heptanone, phenethyl alcohol; Great Wall No. 2: p-cresol, phenethyl alcohol, geranylacetone, methyl cyclopentenolone, dihydroactinidiolide. The odor descriptors of these compounds were consistent with the aroma profiles that were prominent in the senses of each cigar. This experiment initially explored the differences in aroma composition and style characteristics of cigars and provided data to support the quality improvement of domestic cigars.