In this study， the low field nuclear magnetic resonance(LF-NMR) and magnetic resonance imaging (MRI) techniques were used to investigate the changes of water state and content of Penaeus vannamei during the baking processat different temperatures， and the water migration rules of Penaeus vannamei during baking were analyzed. The changes of color， texture and flavor of Penaeus vannamei during baking were also investigated using colorimeter， texture analyzer， and gas chromatography-ion mobility spectrometer (GC-IMS). LF-NMR results showed that the transverse relaxation time T2 decreased with the increase of baking time， indicating that the moisture fluidity decreased with the increase of baking time. Pseudo-color picture of proton density obtained by MRI gradually changed from red and yellow color to blue color， indicating that the water content of Penaeus vannamei presented a continuous decrease during the baking process. Moreover， LF-NMR results also indicated that there were four water populations in Penaeus vannamei， including strongly-bound water， lightly-bound water， immobilized water and free water. The distribution of water components and water migration were analyzed by peak area percentage. After Penaeus vannamei were baked at 180 ℃ and 200 ℃ for 9 min， and baked at 220 ℃ for 6 min， the proportion of the strongly bound water and the lightly bound water significantly increased (P < 0.05)， the proportion ofimmobilized water significantly decreased (P < 0.05)， and the proportion of free water significantly increased (P < 0.05). It showed that the immobilized water was converted to the free water and bound water in the baking process， and high temperature could accelerate the change of moisture distribution. In addition to changes in water state and content， the color， texture， and flavor of Penaeus vannamei also changed greatly during baking. ΔE values reflect the overall color difference and a* values represent the reddness. In the process of baking， the ΔE and a* values of Penaeus vannamei baked at 200 ℃ were higher than those baked at 180 ℃ and 220 ℃. During the baking process at 200 ℃， the relative extraction rate of myofibrillar protein of Penaeus vannamei showed a continuous decrease trend； it reduced to less than 10% after Penaeus vannamei was baked for 9 min， indicating that the shrimp meat has been fully matured. Moreover， after bakingat 200 ℃ for 9 min， the hardness and chewiness of Penaeus vannamei increased continuously (P < 0.05)， while the cohesiveness and springiness did not change significantly(P > 0.05). Combined with sensory evaluation， it was found that the premium quality of Penaeus vannamei was obtained when it was roasted at 200 ℃ for 15 min. GC-IMS analysis showed that aldehyde compound and ester compoundsformed the characteristic flavor of the baked shrimp. This study can provide the theoretical basis for deep processing of Penaeus vannamei and the industrial application of Chinese cuisine.