Although Nordic wild edible mushrooms offer a wide range of different odors their scientific examination has been scarce. The aim of this study was to characterize the aroma compounds of four Finnish wild mushroom species with trained assessors using gas chromatography–olfactometry as well as gas chromatography–mass spectrometry. Headspace volatiles were extracted from sous vide cooked mushroom samples (Boletus edulis, Lactarius camphoratus, Cantharellus cibarius and Craterellus tubaeformis) using solid-phase microextraction. Odor-contributing compounds were measured with two columns of differing polarity using the detection frequency method. Compounds were identified based on reference compounds, linear retention indices, odor descriptions, and mass spectrometry. Both the volatile compound profiles and the aromagrams were distinct with characteristic compounds for each species. The results demonstrate that especially saturated and unsaturated aldehydes and ketones contribute to the odor of the studied wild mushrooms. This thorough comparison also indicates compounds linked to the sensory properties of mushrooms.