Pecan (Carya illinoinensis) nuts are rich in functional compounds (unsaturated fatty acids, phytosterols, polyphenols, and tocopherols) associated with various health benefits. Commercially, pecan nuts are roasted to enhance their physical, chemical, and sensory properties. In the present study, response surface methodology (RSM) was used to optimise the quality and nutritional and antioxidant attributes of ‘Wichita’ pecan nuts roasted by using a microwave process with a range of microwave power (96.45−803.55 W) and roasting time (1.37−5.62 min). The microwave-roasted pecan nuts were analysed for hardness, total colour difference (TCD), and radical scavenging activity and modelled using the central composite design. The results showed that microwave power and roasting time significantly (p < 0.05) influenced the quality attributes of the pecan. The quadratic model adequately described the changes in TCD and hardness, respectively, while the 2FI model adequately described the changes in DPPH radical scavenging activity. To obtain the desired pecan nuts quality attributes (TCD = 1863.391; hardness = 28.755 N and DPPH radical scavenging activity = 33.877 mmol Trolox/g), the determined conditions were 700 W and 2.24 min, with a desirability of 0.557. The primary unsaturated fatty acids, including cis-oleic, cis-linoleic, α-linolenic, and stearic acids, were not affected (p < 0.05) by microwave roasting the pecan nuts at determined conditions. Volatile compounds, such as alcohols, aldehydes, ketones, lactones, hydrocarbons, and carboxylic acids, were identified in both raw and microwave-roasted pecan nuts, with limonene, which possesses various health properties, being the major volatile compound. It can be concluded that microwave roasting may be optimised using response surface methodology to produce quality pecan nuts that can be used as snacks or as an ingredient in other snack products.