The effect of high-pressure (HP) treatment (300 MPa, 10 min) on the volatile profile of semihard ewe milk cheeses was investigated. The HP treatment was applied at two different stages of ripening (1 and 15 days; 3P1 and 3P15) and microbiota, proteolysis indexes (soluble nitrogen and total free amino acid content), and volatile compounds were assayed at 15, 60, 90, and 150 days of ripening. The intensity of odor and aroma of cheeses was also assayed. 3P1 cheeses presented the highest content of free amino acids and were characterized by the lowest amounts of aldehydes, ketones, short-chain free fatty acids, and terpenes and higher levels of ethanol and ethyl esters. 3P15 cheeses were characterized by the highest content of short-chain free fatty acids and pyruvaldehyde and the lowest abundance of secondary alcohols and were more similar to control cheeses than those HP-treated on the first day. Intensities of odor and aroma were not significantly influenced by the HP treatment. However, the panellists found some differences in 3P1 as compared with control and 3P15 cheeses in what they perceived as lower odor and aroma quality.