Volatile components of dried, baked and salty baked Capsicum annuum L. cultured in Chenzhou of Hunan were analyzed by solid phase microextraction (SPME) coupled with gas chromatography–mass spectrometry (GC–MS). A total of 105 volatile components including 37 common components were identified in the dried, baked and salty baked chillies which contained 58, 93 and 55 volatile components respectively. Among the volatile components, the relative contents of hexyl hexanoate, hexyl 2–methylbutanoate and hexyl 3–methylbutanoate were the highest and those of the alkane and olefin components were the second highest. Compared to the dried chillies, the contents of the ester compounds decreased and the contents of the alkane components increased the most in the baked and salty baked chillies.