The neutral volatile compounds of ovine milk from ewes fed on natural pasture, grass meadow, and on mixed grain rations were isolated by distillation under vacuum and then collected in traps that were cooled with liquid nitrogen. The distillate was extracted with dichloromethane, and the extract obtained was analyzed using high resolution gas chromatography and high resolution gas chromatography coupled to mass spectrometry. Seventy compounds were identified and quantitatively determined. The volatile compounds obtained were mainly esters, aldehydes, alcohols, ketones, nitrogen compounds, sulfur compounds, aromatic hydrocarbons, and lactones. The olfactometric indices and olfactory properties of 16 compounds were determined by gas chromatography and olfactometry. All of the substances were present in all three milk types with the exception of two sesquiterpenes, which were not detected in the milk from ewes fed the mixed grain ration. The two sesquiterpenes were absent also in ovine cheese obtained from milk from ewes fed the mixed grain ration, but the two sesquiterpenes were identified in cheese produced from milk of sheep fed on natural pasture. The presence of these constituents in the milk can be significant because of their potential role in determining milk and cheese flavor. Accordingly, cheese obtained during summer may be identified using sesquiterpenes as chemical markers of the milk used to make cheese.