Agarwood, derived from the Aquilaria species, is among the most valuable aromatic resources, yet frequent species misidentification hampers conservation efforts and compliance with trade regulations. This study applied a chemometric ANN framework to classify four Aquilaria species (A. malaccensis, A. beccariana, A. subintegra, and A. crassna) based on essential oil composition. A total of 720 samples (180 per species, each analyzed in triplicate) were extracted by hydrodistillation and profiled using GC–MS coupled to GC–FID. Six compounds were consistently detected, and three (δ-guaiene, 10-epi-γ-eudesmol, γ-eudesmol) were retained for classification based on ≥95% detection frequency and >0.2% relative abundance. Pearson correlation guided feature selection, and ANN models were trained using both a 70:15:15 train–validation–test split and stratified 5-fold cross-validation with 1000 bootstrap resamples. The optimized network achieved near-perfect performance, with a mean accuracy of ~99.8% (95% CI: 99.6–100.0), and precision, recall, and F1 scores all exceeding 99.5%. In comparison, bootstrapped confidence intervals were tightly bounded at 100%, confirming robustness against data leakage. These findings demonstrate that correlation-guided feature selection combined with ANN modeling enables reproducible and highly accurate species authentication, offering a practical framework for integration into agarwood quality control, conservation monitoring, and international trade compliance.