Two different ambient seismic noise techniques allow the determination of velocity models at Ijen caldera and Kawah Ijen volcano. At Ijen caldera, two average velocity models are constrained down to a depth of 3 km by inverting the stacked dispersion curve obtained by ambient noise cross-correlation. In addition, four local velocity models were obtained by inverting the horizontal to vertical spectral ratio of the directional energy densities of ambient noise (DEDHVR) i.e., computed through auto-correlation of ambient noise. This set of velocity models is then compared to the geology of the caldera and the local discontinuities are evidenced. At Kawah Ijen volcano, a map of local dominant frequencies is provided by the DEDHVR measurements recorded at 87 sites around Kawah Ijen volcano. The horizontality of the shallow layers and the great outcrop of the crater rim facilitate the interpretation of the DEDHVRs. Furthermore, the inversion of several juxtaposed DEDHVRs provided a complete 2-D velocity model of the flank of the crater. Unlike other stratovolcanoes, the Kawah Ijen appears to have a remarkably homogeneous structure. The DEDHVR technique is used for the first time in a volcanic environment and shows a great potential for an accurate and fast computation of the velocity model on volcanoes.