Chinese jasmine tea is a type of flower-scented tea, which is produced by mixing green tea with the Jasminum sambac flower repeatedly. Both the total amount and composition of volatiles absorbed from the Jasminum sambac flower are mostly responsible for its sensory quality grade. This study aims to compare volatile organic compound (VOC) differences in authoritative jasmine tea grade samples. Automatic thermal desorption-gas-chromatography-mass spectrometry (ATD-GC-MS) and electronic nose (E-nose), followed by multivariate data analysis is conducted. Consequently, specific VOCs with a positive or negative correlation to the grades are screened out. Partial least squares-discriminant analysis (PLS-DA) and hierarchical cluster analysis (HCA) show a satisfactory discriminant effect on rank. It is intriguing to find that the E-nose is good at distinguishing the grade difference caused by VOC concentrations but is deficient in identifying essential aromas that attribute to the unique characteristics of excellent grade jasmine tea.