Roasting plays important roles in shaping the volatile profile of oolong tea. In this study, the sensory attributes and volatile compositions of 153 roasted or unroasted oolong tea samples, belonging to four typical types, namely, High Mountain oolong tea (HMT), Tieguanyin tea (TGYT), Dongding oolong tea (DDT) and Wuyi rock tea (WRT), were studied in detail. Based on the sensory evaluation by tea evaluation experts, their respective sensory profiles were established and compared. Unroasted teas had more pronounced fresh and green flavors, while roasted teas had higher scores in pungent and caramel flavors. In particular, WRT demonstrated a unique fragrance of floral fruity flavors. By using HS-SPME-GC-MS analysis, a total of 128 compounds were identified across all samples. Notably, it was found that roasting largely increased the variety of volatile compounds in oolong tea. Furthermore, the characteristic volatile compounds of each type of tea were identified by PLS-DA modeling. Linalool and geraniol were the characteristic volatiles of HMT. Four volatiles, including (E)-nerolidol, jasmin lactone, benzeneacetaldehyde, and 4-methyl benzaldehyde oxime were identified as the characteristic volatiles of TGYT. Seven volatiles, including N-ethyl pyrrole, 3-(hydroxy methyl) pyridine, 4-pyridylcarbinol, 1-methyl pyrrole-2-carboxaldehyde, 2-ethyl-3,5-dimethyl pyrazine, 4-amino-2,3-xylenol, and 4,6-dimethyl pyrimidine were the characteristic volatiles of DDT. For WRT, 2,2,6-trimethyl cyclohexan-1-one, hexanoic acid, benzaldehyde, benzyl alcohol, β-cyclocitral, (E)-β-ionone, α-ionone, and octanoic acid were the characteristic volatiles. These findings expand our knowledge of the volatile fingerprints of oolong tea.