Coffee pulp wines were produced through the mixed fermentation of Saccharomyces cerevisiae, and the flavor and sensory characteristics were comparatively evaluated. A total of 87 volatile components were identified from five coffee pulp wines, of which 68 were present in all samples, accounting for over 99% of the total concentration. The sample fermented contained significantly higher levels of volatile metabolites (56.80 mg/g). Alcohols (22 species) and esters (26 species) were the main flavor components, with the contents accounting for 56.45 ± 3.93% and 31.18 ± 4.24%, respectively, of the total. Furthermore, 14 characteristic components were identified as potential odor-active compounds, contributing to sweet and floral apple brandy flavor. Although the characteristic components are similar, the difference in the content makes the overall sensory evaluation of the samples different. The samples formed by fermentation of four strains, which obtained the highest score (86.46 ± 0.36) in sensory evaluation, were further interpreted and demonstrated through the Mantel test. The results of the component analysis were effectively distinguished by OPLS-DA and PCA, and this validation was supported by sensory evaluation. The research results provided a technical reference for the production of coffee pulp wines.