The aroma and fatty acid compositions of selected Iranian nut oils including bitter almond, sweet almond, walnut, and hazelnut oils are analyzed. The volatile compounds are extracted using purge and trap extraction and identified by gas chromatography–mass spectrometry (GC–MS). In total, 21, 24, 25, and 37 aroma compounds are detected in extracts of bitter almond, sweet almond, walnut, and hazelnut oils, respectively. A total of 54 different volatile compounds composed of aldehydes, alcohols, terpenes, carboxylic acids, pyrazines, ketones, furans, and lactones are identified and quantified. Among them, aldehydes present the highest quantity of the overall volatiles in all samples, followed by terpenes in bitter and sweet almond oils, alcohols in walnut oil, and carboxylic acids in hazelnut oil. In addition to aroma compounds, a total of 15 fatty acids are identified and quantified in all oils. Among them, oleic acid in bitter almond, sweet almond, and hazelnut oils, while linoleic acid in walnut oils show the highest concentration. In addition, oleic acid is more dominant in hazelnut oil (80.48%) than the others. The findings of principal component analysis (PCA) exhibits that oils are discriminately different from each other according to fatty acids and aroma profiles.Practical Applications: Nut oil is one of the most widely consumed oils in Iran. The outcomes of this first investigation provide valuable information for understanding the aroma differences between oils of four well‐known Iranian nuts. The purge and trap extraction set for separation followed by analysis and identification of those compounds by gas chromatography–mass spectrometry is an effective practical application tool for volatile description in valuable and expensive oil samples. It is observed that the aroma profiles of four samples are quite different than each other.This research provides valuable information to understand the fatty acids and aroma profile of the four well‐known Iranian nut oils (walnut, hazelnut, bitter and sweet almond oils). Based on the results, sweet and bitter almond oils can be described with relatively similar flavor characteristics due to terpene and aldehyde groups, but hazelnut and walnut oils have different aroma profiles depending on other chemical groups. It can be said that walnut oil is associated with alcohols and furans, while hazelnut nuts oil with acids, lactones, pyrazines, and ketones.