How microwave roasting affects the quality and volatile compounds of pressed sunflower oil was investigated here. The results showed that with an increase in microwave power and duration of treatment, the color of pressed sunflower oil gradually became deeper, while acid value did not change significantly. Peroxide value increased initially and then decreased under moderate and low microwave power, showing a decreasing trend under high microwave power. The induction time did not have a significant effect at middle and low microwave power, but showed an increasing trend at high power. Finally, vitamin E content decreased gradually. By referring to various indexes, seven sunflower oil samples (700 W 5 min, 700 W 4 min, 700 W 3 min, 560 W 4 min, 560 W 5 min, 420 W 5 min, and 420 W 6 min) with high total sensory scores were selected and their volatile compounds were analyzed using headspace solid-phase microextraction-gas chromatography- mass spectrometry (HS-SPME-GC-MS). A total of 65 kinds of volatile compounds were detected, including 16 aldehyde compounds, 6 ketone compounds, 15 heterocyclic compounds, 12 terpenes, 4 alcohols, 9 alkanes, 2 esters, and 1 acid. Additionally, the oil samples shared 14 volatile compounds in common. It can be seen from the results above that microwave roasting has a significant effect on the quality of sunflower oil. The characteristic flavor of sunflower oil is produced by the combination of the inherent natural fragrance of the sunflower seeds, lipid oxidation products, and Maillard reaction products during the roasting process.