Espresso coffee (EC) is a common coffee preparation technique that nowadays is broadly widespread all over the globe. Its popularity is in part attributed to the intense aroma and pleasant flavor. Many researchers have studied and reviewed the aroma of the coffee, but there is a lack of specific review focused on EC aroma profile even if it is intensively investigated. Thus, the objective of the current review was to summarize the aroma profile of EC and how different preparation variables can affect EC flavor. Moreover, a collection of diverse analytical procedures for volatile analysis was also reported. The findings of this survey showed that the volatile fraction of EC is extremely complex, but just some compounds are responsible for the characteristic aroma of the coffee, such as some aldehyde, ketones, furanones, furans, sulfur compounds, pyrazines, etc. In addition, during preparation, some variables, e.g., temperature and pressure of water, granulometry of the coffee particle, and brew ratio, can also modify the aroma profile of this beverage, and therefore its quality. A better understanding of the aroma fraction of EC and how the preparation variables should be adjusted according to desired EC would assist coffee workers in obtaining a higher quality product.