Ultra High Temperature (UHT) processing leads to the formation of "cooked" and "flat" flavors in milk. These undesirable notes occur due to the volatile formation of a variety of sulphur containing compounds, methyl ketones and aliphatic aldehydes, derived from the constituents of the milk's matrix during thermal processing and storage. The "cooked" flavor of UHT milk is associated with the presence of a variety of sulphur containing compounds while the "stale" flavor is characterized by the dissipation of these sulphur volatiles and an increase of the formation and presence of both methyl ketones and aliphatic aldehydes over time. The extent to which the individual volatiles contribute to the overall flavor of UHT milk is not clear. The proposed formation of these volatiles, that is, the methods to control the intensity of "cooked" and "stale" flavors associated with UHT milk and extraction techniques for the isolation of these volatiles from milk, have been reviewed.