The distillation process can have impact significantly on the aroma composition of products. For a better understanding of such effects, the volatile compounds in the flavedo, albedo, pulp, and leaves of Citrus×limon ‘Rosso’ were systematically analyzed using headspace solid-phase microextraction coupled with gas chromatography-mass spectrometry (HSSPME-GC-MS). The components of essential oils distilled from the peel and leaves were also characterized by GC-MS. A total of 56 volatile compounds were identified, with the flavedo showing the highest diversity (49 compounds), followed by the leaves (26 compounds), mainly of which were alcohols. D-limonene was identified as the predominant constituent in all tissues, reaching 14 317.19 μg•g−1 in the flavedo, which was significantly higher than in the albedo (5 185.93 μg•g−1) and leaves (4 092.72 μg•g−1). Strong enrichment of alcohols was observed in the leaves, with citronellol and isopulegol measured at 2 733.67 and 1 916.02 μg•g−1, respectively. Essential oil analysis revealed major compositional shifts induced by thermal processing: D-limonene accounted for 68.96% of peel oil, whereas isopulegol dominated leaf oil at 78.94%, indicating that monoterpene oxidation and isomerization occurred during distillation. These findings demonstrated pronounced divergence in volatile metabolic components among tissues, with the peel serving as the main source of citrus-type aroma and the leaves offering potential for floral-cooling flavor applications. Hence, the extraction method is critical for aroma preservation and transformation, namely to what concerns the development of Citrus×limon “Rosso” aroma resources, as well as the processing and utilization of citrus fruits.