Volatile sulfur-containing compounds (VSCs) have the characteristics of strong aromas and low thresholds, which have important impacts on the flavor of baijiu, wine and other foods. In order to fully understand the distribution differences of VSCs in baijiu, solid phase microextraction (SPME) combined with comprehensive two-dimensional gas chromatography-sulfur chemiluminescence detection was used to analyze the VSCs in the six samples both qualitatively and quantitatively. The differences of VSCs in 6 kinds of Wuling soy sauce aroma-type baijiu samples were investigated using principal component analysis (PCA), orthogonal partial least squares discriminant analysis (OPLS-DA), and hierarchical cluster analysis (HCA). The results demonstrated that there were significant differences in the VSCs contents of the six kinds of soy sauce aroma-type baijiu. Excellent separation of the six samples could be achieved by OPLS-DA. Based on the variable projection importance greater than 1, 14 VSCs were screened out as the different components from the analysis results to distinguish the flavor characteristics of different Wuling samples. The results of HCA showed that the six kinds of soy sauce aroma-type samples could be divided into two categories according to the type and content of VSCs. This study aims to enrich the research on the flavor of baijiu and provide a suggestion for the classification of baijiu grades.