Tea processing steps affected the proximate composition, enzyme activity and bioactivity of coffee leaves; however, the effects of different tea processing steps on the volatiles, non-volatiles, color, and sensory characteristics of coffee leaves have yet been demonstrated. Here the dynamic changes of volatile and non-volatile compounds in different tea processing steps were investigated using HS-SPME/GC-MS and HPLC-OrbitrapMS/MS, respectively. A total of 53 differential volatiles (alcohol, aldehyde, ester, hydrocarbon, ketone, oxygen heterocyclic compounds, phenol, and sulfur compounds) and 50 differential non-volatiles (xanthone, flavonoid, organic acid, amino acid, organic amine, alkaloid, aldehyde, and purine et al.) were identified in coffee leaves prepared from different processing steps. Kill-green, fermentation, and drying steps significantly influenced the volatiles; however, kill-green, rolling, and drying steps significantly affected the color of coffee leaves and their hot water infusion. The coffee leaf tea that was prepared without the kill-green process was found to have a more pleasant taste as compared to the tea that was prepared with the kill-green process. This can be attributed to the fact that the former contained lower levels of flavonoids, chlorogenic acid, and epicatechin, but had higher levels of floral, sweet, and rose-like aroma compounds. The binding interactions between the key differential volatile and non-volatile compounds and the olfactory and taste receptors were also investigated. The key differential volatiles, pentadecanal and methyl salicylate generate fresh and floral odors by activating olfactory receptors, OR5M3 and OR1G1, respectively. Epicatechin showed a high affinity to the bitter receptors, including T2R16, T2R14, and T2R46. Since the specific content of differential compounds in different samples varies greatly, the dose-effect and structure-function relationships of these key compounds and the molecular mechanism of the odor and taste of coffee leaf tea need to be further studied.