Brassica vegetables are a significant component of the human diet and their popularity is systematically increasing. The interest in plants from this group is growing because of numerous reports focused on their pro-health properties. However, some consumers are not enthusiastic about these vegetables because of their specific bitter taste and sharp, sulfurous aroma. In this study, the volatile composition of 15 Brassica cultivars (five Brussels sprouts, four kohlrabi, three cauliflower and three broccoli), both raw and cooked, was analyzed by solid phase microextraction and comprehensive two-dimensional gas chromatography with time of flight mass spectrometry (SPME-GC×GC-ToFMS). Differences were found between the analyzed vegetables, as well as different cultivars of the same vegetable. Moreover, the influence of cooking on the composition of volatile compounds was evaluated. All the vegetables were frozen before analyses, which is why the impact of this process on the volatile organic compounds (VOCs) was included. The most abundant groups of compounds were sulfur components (including bioactive isothiocyanates), nitriles, aldehydes and alcohols. Cooking in general caused a decrease in the abundance of main volatiles. However, the amount of bioactive isothiocyanates increased in most cultivars after cooking. The effect of freezing on the volatile fraction was presented based on the Brussels sprout cultivars. Most of the changes were closely related to the activity of the lipoxygenase (LOX) pathway enzymes. These are characterized by a marked reduction in alcohol contents and an increment in aldehyde contents. Moreover, important changes were noted in the concentrations of bioactive components, e.g., isothiocyanates. This research included a large set of samples consisting of many cultivars of each analyzed vegetable, which is why it provides a considerable body of general information concerning volatiles in Brassica vegetables.