To investigate how Kushui rose affects cookie aroma, Kushui rose was added to cookies, and the volatile compounds of Kushui rose powder, Kushui rose cookies, and plain cookies identified using headspace solid-phase microextraction coupled with gas chromatography-mass spectrometry. The similarities and differences of volatile compounds among the three samples, as well as the interactions among characteristic aroma compounds, were examined using odor activity values of the characteristic aroma compounds, orthogonal partial least-squares discriminant analysis (OPLS-DA), and Variable Importance in Projection analysis. The results showed that 41, 51, and 48 volatile compounds were identified in the Kushui rose powder, Kushui rose cookies, and plain cookies, respectively. Based on the OPLS-DA model, six aroma compounds showing significant differences among the groups were screened, including phenylacetaldehyde, 2-heptanone, 2-nonanone, 2-pentadecanone, ethyl hexanoate, and δ-dodecalactone. The addition of Kushui rose powder changed the characteristic aroma compound content of the cookies: the content of floral and sweet aroma compounds, such as geraniol and citronellol, increased, whereas the content of lipid-derived aroma compounds, such as γ-dodecalactone and δ-dodecalactone, decreased. In summary, the addition of Kushui rose powder enhanced the floral and sweet aroma of cookies while attenuating creamy and fatty aromas. This study provides new insights into the value-added and deep processing utilization of Kushui rose.