Free and bound volatile components of a Brazilian cashew apple variety (Anacardium occidentale L. var. nanum) were obtained by simultaneous distillation-extraction (SDE) and XAD-2 adsorption. According to gas chromatography-mass spectrometry (GC-MS) analyses and retention indices, 62 free volatile constituents were characterized and quantified. They were esters (40%), terpenes (20%), hydrocarbons (14%), fatty acids (9%), aldehydes (8%), alcohols (3%), lactones (3%), ketones (1%), phenols (1%), and norisoprenoids (1%). The glycosidically bound volatile precursors were analyzed by high-temperature GC-MS, after room temperature silylation. Several conjugated alcohols and cinnamic acids were detected and reported as cashew apple glycosyl constituents for the first time.