Cheese quality is defined in part by its aroma; however, the consumer’s perception of these attributes is not often recognized as a critical component. From a fundamental perspective, consumer’s hedonic ratings are linked to emotions and memories, which are often characterized by changes in bodily responses like skin conductance and heart rate. Nowadays, methodology for measuring emotions and their relation to cheese perception use arbitrary scaling methods, which is a drawback because each person typically uses scales differently and replication and precision are hardly achieved, mainly when dealing with cheese evaluation. In this sense, applying emerging tools to measure psychophysiological responses represent an exciting method to obtain more accurate and complementary representations of how cheese aromas are perceived by consumers. The aim of this work was to better understand the sensory perception of cheese aroma in terms of emotional responses evoked by behavioral and psychophysiological responses. Data from 105 odors were collected in a previous study (Licon et al., 2018) from which 50 cheese aromas were analyzed here. Two sessions were necessary, the first consisted of recording physiological responses to odors (skin conductance, skin temperature, respiration, and heart rate) together with psychophysical ratings (pleasantness, intensity). The second consisted of psychophysical tests only (pleasure, happiness, sadness, fear, anger, disgust, surprise and neutral; scale 0 to 1). We found that skin conductance (latency and rise time) was the physiological response better correlated with emotions: especially with pleasantness (r = −0.442, P = 0.001; r = −0.297, P = 0.036) and disgust (r = 0.476, P < 0.001; r = 0.478, P < 0.001). Some of the emotions evoked by cheese aromas were disgust by butanoic acid and propyl butyrate, pleasure, and happiness by 2,3-butanedione, 2-methyl-propanal, ethyl octanoate, and 1-octen-3-ol and surprise by dimetylsulphide and propyl acetate. In conclusion, the present findings sustain the physiology of aroma perception, showing that perceptual dimensions such as pleasantness and disgust enable consumers to decide whether a cheese aroma is attractive or repulsive.