High-pressure (HP) treatment (400 or 600 MPa for 7 min) was applied to raw milk goat cheese at three different stages of ripening (1, 30 or 50 days). Volatile compounds were studied after treatment and at the end of maturation by solid phase microextraction–gas chromatography–mass spectrometry. Overall, fifty compounds were identified in the cheeses: 12 acids, 16 alcohols, 5 esters, 8 ketones and 9 other compounds. HP treatment applied at the beginning of maturation decreased the relative abundance of most volatile compounds, but enhanced the formation of ketones and other compounds. Changes were less intense when treatment was applied at the end of maturation. Therefore, HP treatment does not maintain the original flavour of cheese, but further changes can be minimized when treatments are applied when the maturation process is concluded. Changes in volatile profile are not necessarily negative, and cheeses with an acceptable modified aroma can be obtained.