This work investigated the processing quality and flavor characteristics of Acrossocheilus fasciatus subjected to five thermal treatments including water boiling (WB), steaming (ST), air frying (AF), deep frying (DF), and baking (BA). The results suggested that the protein and fat percentage increased after air frying and deep frying, and the hardness, gumminess, and chewiness also significantly increased (PA. fasciatus under these two thermal treatment methods have higher nutrition and better taste. The results of Gas Chromatography-Mass Spectrometry showed that the concentration of aldehydes was the highest, while the concentration of acids was the lowest. Among them, the concentration of hexanal for AF group was the highest, reaching 2.13 ng/g in BA. Esters have the highest total concentration in AF and are typically sweet and fruity, forming a part of the odor component. Besides, AF group has a relatively higher content of Docosahexaenoic Acid and Eicosapentaenoic Acid. Compared to WB group, the AF groups had higher contents of aspartic, glutamic, glycine, alanine, and arginine, presenting a more delicious flavor, which were also detected by electronic tongue. Overall, it can be generally concluded that air frying would favor improving the thermal processing qualities of A. fasciatus products.