The small molecules in Chinese Baijiu have been widely reported, but there is little information on peptides since their low concentrations. A tetrapeptide, Asp-Arg-Ala-Arg (DRAR), was newly identified from Jingzhi Sesame flavor-type Baijiu (SFTB) by high-performance liquid chromatography and quadrupole-time-of-flight-mass spectrometry (HPLC-Q-TOF-MS) with a concentration of 13.159 ± 0.202 μg/L (P > 0.05). Interactions between DRAR and volatile compounds were characterized using headspace solid-phase micro-extraction coupled with gas chromatography-mass spectrometry (HS-SPME-GC-MS), and the results indicated that DRAR could suppress the volatility of aroma compounds by 0.09-39.02 %, especially with respect to esters and alcohols. The involved binding modes of DRAR with esters or alcohols in 46% ethanol/water solutions (v/v) were respectively determined by ultraviolet (UV) absorption spectroscopy. According to the Van't Hoff equation, the thermodynamic parameters (for DRAR - esters complex, ΔH = -34.7 KJ mol, ΔS = -66.4 J mol K and for DRAR - alcohols complex, ΔH = -40.8 KJ mol, ΔS = -91.8 J mol K) indicated that hydrogen bonds and van der Waals forces played major roles in stabilizing the DRAR-esters and DRAR-alcohols complexes. This study will help us to further understand the interaction mechanisms between aroma compounds and peptides, and the important role of peptides on the quality of Chinese Baijiu.