The present study examined the outcomes of boiling (BO), air frying (AF), and boiling combined with air frying (BO-AF) methods on the appearance, texture, taste, and flavor of crayfish meat through a combination of sensory and instrumental analyses. The Free Choice Profiling and Check-All-That-Apply results showed that the BO-AF group had the highest overall acceptability. The BO-AF group presented an attractive golden color, crispy outside, and tender inside characteristics in appearance and texture. However, there was a loss of umami and sweetness in crayfish meat from the AF and BO-AF groups compared to the control (CK) and BO groups. Crayfish meat was identified as containing 42 volatile compounds. Among them, aldehydes and heterocyclic compounds were the main volatile compounds in the AF and BO-AF groups. In particular, the pyrazine compounds were produced by the thermal decomposition of methionine and cysteine. They gave the crayfish meat of the AF and BO-AF groups their characteristic roasted aroma and good color. However, compared to the AF group, the BO-AF group had the characteristic baking aroma of the AF group, as well as a floral and fruity aroma due to the presence of the boiling treatment.