The aim of this work was to investigate the volatile compositions of four Chinese functional liquors. For this purpose, volatile compounds of four liquors were extracted with head-space solid-phase microextraction (HS-SPME) and analyzed with gas chromatography-mass spectrometry (GC-MS) along with the determination of odor activity value (OAV) and relative odor contribution (ROC). Sixty volatiles were tentatively identified and categorized into the following seven groups: alcohols, esters, fatty acids, carbonyl compound, hydrocarbons, phenols, and other components. The differences in chemical composition of volatile compounds were visualized with heat maps. Odorants were compared with different samples using a statistical analysis of Venn diagrams and a multivariate principal component analysis, and ethyl hexanoate, ethyl acetate, and ethyl octanoate were found to be the key odorants. Besides, abundant phenolic contents and high antioxidant ability of four Chinese functional liquors could potentially bring better health-boosting effects.