Gentiana lutea rhizomes, generally used as a bittering agent in food, were harvested from two geographical sites (Massif Central: MC and Jura: J) to evaluate their potential use in the flavoring step during goat cheesemaking. Gentian flavored goat cheeses (MCGC and JGC) were elaborated by a one-night immersion of unflavored goat cheeses (CGC) into gentian-infused whey. The impregnation of gentian in goat cheeses was evaluated by chemical and sensory analysis. The chemical composition of cheeses was analyzed by HS-SPME-GC-MS (Head-Space—Solid Phase MicroExtraction—Gas Chromatography—Mass Spectrometry) for volatile compounds (alcohols, ketones, aldehydes, esters, alkenes, alkanes, acids, terpenes) and UHPLC-DAD (Ultra High-Performance Liquid Chromatography—Diode Array Detector) for gentian bitter compounds (seco-iridoids). The sensory analysis consisted of a bitterness rating and a free description of cheeses by 17 trained panelists. Results of the study highlighted that unflavored goat cheeses presented higher unpleasant notes (goaty and lactic whey) and higher amounts of hexanoic acid and toluene compared to gentian flavored goat cheeses. The bitterness of gentian flavored goat cheeses was higher compared to unflavored cheeses and could be explained by loganic acid transfer from yellow gentian to flavored cheeses. Other free descriptors of gentian flavored goat cheeses revealed more complex notes (herbal, vegetal, floral, sweet, spicy and creamy) and higher relative amounts of volatile compounds such as 3-methyl butanoic acid, 2-methyl propanoic acid, 4-methyl decane, 2,3-butanediol, ethanol, diacetyl, methyl acetate and 2-phenylethyl acetate, compared to unflavored cheeses. Phenylethyl acetate was the only volatile compound that enabled differentiation of gentian origin on gentian flavored goat cheeses. Gentian rhizomes could be considered a promising flavoring agent contributing to the olfactive and gustative complexity of flavored goat cheeses and the reduction of their goaty perceptions.