Filtration, which eliminates suspended solids and moisture, plays a critical role in stabilising virgin olive oil (VOO) before storage. However, the effects of different filtration systems on the chemical and volatile characteristics of VOO are not well understood. This study compared the processing effects of gravity-driven and mechanical filtration systems on the oil quality and volatile properties of VOO. Chemical analyses, measuring oil quality parameters and total phenolic and pigment contents, showed higher acidic parameter values and a decrease in both total phenolic and pigment contents in oils processed with either gravity-driven or mechanical filtration systems than in unfiltered oil. This suggests that these filtration processes negatively affect the initial quality of VOO. The initial oxidation level of the mechanically filtered oil was lower than that of the oil processed using gravity-driven filtration. Electronic nose analysis, which is used to examine volatile compounds, showed that the concentrations of important volatiles with sizes less than or equal to C6, which result in the olive oil aroma, were significantly decreased by gravity-driven filtration but not by mechanical filtration. In addition, the oxidative stability test showed that both filtered oils had higher stability than that of unfiltered oil, exhibiting a positive impact on the final quality of VOO. These results suggest that mechanical filtration should be performed before storage.