DHA-enriched eggs have gained popularity due to their unique nutritional value, but their flavor can be challenging for some consumers to accept. The study analyzed the correlation of lipids and flavors in DHA-enriched egg yolks using comprehensive lipidomics and volatile compound analysis. The results showed that 411 lipids were detected in two egg yolk samples. Among them, 148 lipid species, including 48 DHA-containing lipids, were significantly higher in DHA-enriched egg yolks than in Common ones (P < 0.05). Furthermore, of the 24 volatile compounds detected, the contents of benzaldehyde, heptanal, hexanal, decanal and 2-nonanone in DHA-enriched egg yolks were significantly higher than in Common egg yolks (P < 0.05). The “fishy” smell characteristic of DHA-enriched egg yolks was mainly caused by volatile aldehydes, which may be produced through the hydrolysis of lipids in the egg yolk to free fatty acids and further oxidation. Analysis of the correlation network diagram revealed that phospholipids containing docosahexaenoic acid (DHA), linoleic acid, or oleic acid chains were the main contributors to the characteristic flavor of DHA-enriched egg yolks. Overall, this study explored the effect of different lipids on the flavor of DHA-enriched egg yolks and provided a theoretical basis for the production and improvement of DHA-enriched eggs.