Volatiles of a wild mandarin, Mangshanyegan (Citrus nobilis Lauriro), were characterized by GC-MS, and their aroma active compounds were identified by aroma extract dilution analysis (AEDA) and gas chromatography-olfactometry (GC-O). The volatile profile of Mangshanyegan was compared with those of other four citrus species, Kaopan pummelo (Citrus grandis), Eureka lemon (Citrus limon), Huangyanbendizao tangerine (Citrus reticulata), and Seike navel orange (Citrus sinensis). Monoterpene hydrocarbons predominated in Mangshanyegan, in particular d-limonene and β-myrcene, which accounted for 85.75 and 10.89% of total volatiles, respectively. Among the 12 compounds with flavor dilution factors (FD) = 27, 8 oxygenated compounds, including (Z)- and (E)-linalool oxides, were present only in Mangshanyegan. The combined results of GC-O, quantitative analysis, odor activity values (OAVs), and omission tests revealed that β-myrcene and (Z)- and (E)-linalool oxides were the characteristic aroma compounds of Mangshanyegan, contributing to the balsamic and floral notes of its aroma.