It was aimed to analyze the volatile components and key volatile components of Lanzhou fat-tailed sheep in different gender in this study, and the small fat-tail sheep were chosen as control. The results showed that Lanzhou fat-tailed wethers contained totally 80 kinds of volatile materials, while ewes had 85 kinds. Aldehydes were found the key volatile components, and the relative contents were respectively 31.110% and 22.305%. The key volatile components contained decanal, octanal, nonanal, 2, 4-nonadienal, 2-nonenal, 2,4-decadienal and (E)-2-decenal, which smelled like wax, fat, mushroom and cucumber, and wethers contained 2 more kinds aldehydes than ewes. Compared to small fat-tail sheep, Lanzhou fat-tailed was found containing more key volatile components and higher ROAV values.