Sourdough has been used in bread production for decades to improve its preservation, texture and flavor. Today it is mostly used as a bread flavor improver. For many years, bread volatile compounds have been referenced and more than 540 have now been reported. In contrast, sourdough volatile compounds have been less studied. No listing of these compounds has been previously carried out and their origins have not been reported in a review. The scope of this review is to detail the volatile compounds previously reported in sourdough and sourdough bread in order to highlight the most common ones. Methods for studying volatiles in sourdough and sourdough bread are first listed. Then the volatile compounds identified from previous papers about sourdough aroma are characterized to understand their origins and their contribution to bread aroma. According to this review, the main extraction technique applied to sourdough and sourdough bread is headspace solid-phase micro-extraction. To date, 196 volatile compounds have been reported in sourdough and sourdough bread including 43 aldehydes, 35 alcohols, 33 esters, 19 ketones, 14 acids, 13 furans, 11 pyrazines, 2 lactones, 2 sulfurs, 21 others and alkanes. The most recent characteristics of most of these volatile compounds (origins, odors and odor thresholds) are reported as well as their presence in sourdough, sourdough bread or bread. This report underlines the production levers that could modify sourdough and bread aroma.