The volatile flavor compounds from cold-pressed peanut oils which were pretreated by pulsed electric field (PEF), microwave (MW) and ultrasonic wave (UW) respectively were concentrated by HS-SPME and analyzed by GC-MS. The types and relative contents of aldehydes, ketones, pyrazines and other volatile flavor substances in peanut oil were studied. The results indicated that a total of 97 volatile flavor substances were identified from the tested samples. And the cold-pressed peanut oil prepared by different pretreatment methods had different volatile flavor substances. In PEF-pretreated-cold-pressed peanut oil, acetoin was the characteristic flavor compound which has a pleasant aroma of butter. Among the volatile flavor substances of MW-pretreated-cold-pressed peanut oil, pyrazines and pyrroles have nutty and roasty flavor, and this type of cold-pressed peanut oil had flavor characteristics similar to those of hot-pressed peanut oil. The volatile flavor substances of UW-pretreated-cold-pressed peanut oil were mainly acids, showing a smell of oleic acid. Hence, there were significant differences in the effect of pretreatment on volatile flavor substances of cold-pressed peanut oil, and different flavors of cold-pressed peanut oil can be obtained by changing the pretreatment method.