Gas chromatography-ion mobility spectroscopy (GC-IMS) was used to analyze the volatile components in dried Hypsizygus marmoreus of different drying methods, including hot air drying (HAD), heat pump drying (HPD), heated freeze-drying (HFD), and unheated freeze-drying (UFD). A total of 116 signal peaks corresponding to 96 volatile compounds were identified, including 25 esters, 24 aldehydes, 23 alcohols, 13 ketones, 10 heterocyclic compounds, 8 carboxylic acids, 7 terpenes, 3 sulfur-containing compounds, 2 nitrogen-containing compounds, and 1 aromatic hydrocarbon. The total content of volatile compounds in H. marmoreus dried by the four methods, from highest to lowest, was as follows: HAD, HPD, HFD, and UFD. The main volatile compounds included carboxylic acids, alcohols, esters, and aldehydes. Comparing the peak intensities of volatile compounds in dried H. marmoreus using different drying methods, it was found that the synthesis of esters, aldehydes, and terpenes increased under hot drying methods such as HAD and HPD, while the synthesis of compounds containing sulfur and nitrogen increased under freeze-drying methods such as HFD and UFD. Nine common key characteristic flavor compounds of dried H. marmoreus were screened using relative odor activity values (ROAV > 1), including ethyl 3-methylbutanoate, acetic acid, 2-methylbutanal, propanal, methyl 2-propenyl sulfate, trimethylamine, 3-octanone, acetaldehide, and thiophene. In the odor description of volatile compounds with ROAV > 0.1, it was found that important flavor components such as trimethylamine, 3-octanone, (E)-2-octenal, and dimethyl disulfide are related to the aroma of seafood. Their ROAV order is HFD > UFD > HPD > HAD, indicating that H. marmoreus using the HFD method have the strongest seafood flavor. The research findings provide theoretical guidance for selecting drying methods and refining the processing of H. marmoreus.