Abstract The volatile components of yuzu ( Citrus junos Sieb. ex Tanaka) cold‐pressed oil were analysed by capillary GC and GC–MS, without prior separation, and compared with those of lemon ( Citrus limon Burm. f., cv. Lisbon) grown in Japan. p ‐Mentha‐1,4,8‐triene, was newly found among the seventy‐seven components identified in the yuzu oil. In the lemon oil, one hundred and two components were identified, including limonene diol, caryophyllene epoxide, and limonene‐8,9‐epoxide. Monoterpene hydrocarbons predominated in both the yuzu and lemon oils (96%). The two oils were distinctively different in the composition of alcohols, aldehydes, esters, and sesquiterpene hydrocarbons. In the yuzu oil, alcohols were the second major components (2.05%), while in lemon, aldehydes (2.10%) and esters (0.63%) were more dominant. Bicyclogermacrene and germacrene‐D were significant sesquiterpene hydrocarbons of the yuzu, while α‐bisabolene and γ‐bergamotene were the main ones in the lemon oil. The components of the two oils are presented, and comparatively discussed, with regard to the flavour differences of the citrus oils.