An experimental design considering thermal treatment of must, yeast strain, prickly pear variety and degree of ripeness was chosen to evaluate the fermentation behavior and generation of volatile compounds, during the elaboration of a distilled beverage from prickly pear. Four Mexican prickly pear varieties were characterized physically and two of them were selected for fermentation studies. The thermal treatment of the must showed the highest statistical influence on fermentation behavior and production of volatile compounds, followed by prickly pear variety, then yeast strain and finally the degree of ripeness was the least statistically significant factor. The growth rate increased when the thermal treatment was applied whereas the ethanol production rate and alcoholic efficiency were unaffected. The results also suggested that thermal treatment was effective for inhibition of microbial contamination. As regards volatile compounds production, acetic acid and methanol decreased while other volatiles increased when the thermal treatment was applied. Despite the influence of thermal treatment, prickly pear variety strongly influences the volatile profile of fermented musts.