Coffee, one of the most widely consumed commodities globally, embodies a sensory experience deeply rooted in social, cultural, and hedonic contexts. The cold brew (CB) method, characterized by cold extraction, is a refreshing and unique alternative to traditional coffee. Despite its growing popularity, CB lacks defined preparation parameters and comprehensive analysis of its aromatic composition. In this study, we aimed to obtain a representative extract of the volatile matrix of CB and characterize the aroma of sensory-active compounds using advanced techniques such as headspace–solid-phase Microextraction (HS-SPME) and headspace-solid-phase extraction (HS-SPE) for volatile compound extraction, followed by gas chromatography–olfactometry–mass Spectrometry (GC-O-MS) for compound identification. Optimization of the HS-SPME parameters resulted in the identification of 36 compounds, whereas HS-SPE identified 28 compounds, which included both complementary and similar compounds. In HS-SPME, 15 compounds exhibited sensory activity with descriptors such as floral, caramel, sweet, and almond, whereas seven exhibited sensory activity with descriptors such as chocolate, floral, coffee, and caramel. This comprehensive approach to HS-SPME and HS-SPE aroma extraction with GC-O-MS offers an efficient methodology for characterizing the aroma profile of CB, paving the way for future research and quality standards for this innovative coffee beverage.