To compare the flavor difference between electric oven roasted grass carp with and without sunflower oil-brushing treatment, volatile flavor compounds were analyzed by solid phase microextraction combined with gas chromatography-mass spectrometry and aroma extract dilution analysis of gas chromatography-olfactometry. Fatty acid composition analysis showed the roasted fish with sunflower oil-brushing contained the highest content of linoleic acid, instead of the oleic acid. 11 important aroma-active compounds for differentiating the flavor of the two samples of roasted fish were found by orthogonal partial least square-discrimination analysis, all of which formed from the lipid oxidation and degradation reaction, except for acetoin formed from the Maillard reaction. Based on calculation of odor activity values (OAVs), 20 compounds [e.g. decanal, (E,E)-2,4-decadienal, hexanal, (E)-2-decenal] with OAVs ≥1 were considered to be the key aroma compounds in both roasted fish. However, there was a greater number of key aroma compounds (OAVs ≥1) in the roasted fish with oil-brushing, resulting in better flavor. Pearson correlation analysis showed that all the key aroma compounds primarily accounted for the aroma attributes in sensory analysis. For the lipid oxidization and degradation compounds from linoleic acid or oleic acid, (E)-2-decenal, γ-nonalactone and so on had fatty and sweet flavor odors were positively correlated with the scores in likeness and had increased concentrations in the roasted fish with oil-brushing. On the other hand, hexanal of grass odor was negatively correlated with the scores in likeness and had a lower concentration in the roasted fish with oil-brushing. Conclusively, through changing the fatty acid composition and lipid oxidation and degradation reaction, the oil-brushing treatment enhanced formation of the pleasant flavor compounds and inhibited formation of the off flavors, thereby improving the flavor of the roasted fish.