The purpose of this study was to identify aroma compounds associated with the toasting intensity of oak wood (Quercus petraea). Crude organic extracts from oak wood samples (toasted at different temperature–time couples) were analyzed by a sensory-guided approach using GC-O-TOFMS, followed by purification with semipreparative HPLC (reverse phase). This approach revealed two specific odorous zones (OZs) reminiscent of metal and puff pastry. The first OZ was identified as trans-4,5-epoxy-(E)-2-decenal (1) by coinjection of the commercial product, whereas identification of (2E,4E,6Z)-nonatrienal (2) associated with puff pastry OZ was validated by a multistep chemical synthesis approach (Wittig reaction) followed by semipreparative HPLC purification (chiral phase). Their detection thresholds in model wine solution were 60 ng/L (1) and 16 ng/L (2). Their distribution in toasted oak wood samples [GC-NCI-MS (NH3) analysis] ranged from some ng/g to 210 ng/g for (1) and 85 ng/g for (2). Finally, additional sensory experiments demonstrated the impact of newly identified aldehydes in toasted oak wood.