The natural flavor of sea cucumber is generally not easily accepted by consumers. In this study, the effect of different cooking conditions on the adsorption of the characteristic flavor of Sichuan pepper by sea cucumber was investigated by response surface methodology, and the optimal cooking conditions were identified. A total of 45 volatiles were identified based on gas chromatography–mass spectrometry, of which 27 were key flavor actives. Low-field nuclear magnetic resonance and textural analysis showed that the addition of Sichuan pepper during the cooking process affected the water migration and the textural properties of sea cucumbers. It was shown that the addition of Sichuan pepper could significantly improve the flavor and other quality characteristics of sea cucumber. This study has important practical guiding significance for the flavor improvement and product innovation of sea cucumber food.