Natto is a kind of traditional fermentation food. Organic soybean of china northeast was selected as the material to produce natto according to the condition optimized before. Four extraction methods (SAFE (solvent-assisted flavor evaporation), SDE (simultaneous distillation and extraction), SPME (solid phase microextraction), and DHS (dynamic headspace sampling)) were applied to extract the volatile compounds of natto. Aroma compounds were separated and analyzed with gas chromatography-olfactometry-mass spectrometry (GC-MS/O) of DB-5 and DB-Wax capillary columns. Seventy-seven compounds were identified by four extraction methods. Among them, 42, 23, 31, and 36 compounds were identified by SPME, DHS, SDE, and SAFE, respectively. SAFE and SDE had a better extraction effect on ester, ether, and aromatic compounds, while SPME and DHS could extract ketone, acid, and pyrazine compounds effectively. SPME was fit for the extraction of natto aroma compounds. These compounds included 14 ketones, 9 alcohols, 4 aldehydes, 6 acids, 4 sulfur compounds, 5 esters, 8 pyrazines, 19 aromatics, and 8 others. Fourteen compounds were identified as key aroma compounds in natto, including 2,3-butanedione, 5-methyl-2-hexanone, 3-hydroxy-2-butanone, 2-nonanone, furaldehyde, acetic acid, 2-ethyl butyric acid, ethyl acetate, 2,5-dimethylpyrazine, 2,3,5-trimethylpyrazine, 3,5-dimethyl-2-ethylpyrazine, 2,3,5,6-tetramethylpyrazine, 2,3,5-methyl-6-ethylpyrazine, and benzaldehyde. Pyrazine was the important aroma compound with the high FD (flavor dilution) value in natto.