Abstract: Objective: To develop more palatable sea buckthorn-based products with broader consumer appeal, this study used whole sea buckthorn fruit powder to produce cookies. The formulation was optimized, and the flavor profile was investigated. Methods: Based on sensory evaluation, the cookie formulation was optimized using an orthogonal experimental design. Volatile compounds in the samples were analyzed using headspace solid-phase microextraction combined with gas chromatography-mass spectrometry (HS-SPME-GC-MS) and odor activity values (OAVs) were calculated to explore the characteristic aroma compounds of sea buckthorn whole fruit powder cookies. Results: The optimal cookie formulation, using low-gluten flour, included 6% sea buckthorn whole-fruit powder, 60% butter, 20% powdered sugar, and 20% milk. The cookies exhibited a uniform orange-yellow color, intact shape, dense texture, suitable sweetness, and a distinctive sea buckthorn flavor, with a sensory score of 75.33. The flavor consisted of ester compounds from sea buckthorn, imparting fruity, sweet, and green notes, and aldehydes and ketones from the base recipe, contributing to buttery aromas. The characteristic aroma compounds of sea buckthorn whole-fruit powder cookies include nonyl acetate, isovaleric acid, hexanal, 1-octanol, and δ-octa lactone, which significantly contribute to their fruity, sweet, and plant-like aromas. The flavor profile of the cookies was formed through the interaction of multiple structurally similar compounds. Conclusion: This study provides theoretical support for the formulation optimization, flavor characterization, and potential industrial application of sea buckthorn whole fruit powder cookies.