Let $X$ be a normal $\mathbb{Q}$-factorial variety, and let $f:Y\rightarrow X$ be a resolution. Then we can write
$$K_Y = f^{*}K_X+\sum a(E_i,X)E_i,$$
where the $E_i$'s are $f$-exceptional divisor. If $f$ is small then the contracted locus is in codimension at least two. That is there is no $E_i$, and $K_Y = f^{*}K_X$.
Alternatively, one can consider the open immersion $i:X_{reg}\rightarrow X$, and define $\omega_{X}:=i_*\omega_{X_{reg}}$. Note that $\omega_{X} = \mathcal{O}_{X}(K_{X})$.
Furthermore, if $X$ is be a projective variety and $U=X∖Z$ is an open subset, $\mathcal{F}$ is a torsion-free coherent sheaf on $U$, $Z$ has codimension greater or equal that two, and $X$ is normal. Then $i_{*}\mathcal{F}$ is a coherent sheaf on $X$, where $i:U\rightarrow X$ is the inclusion. You can find this theorem here: J. P. Serre, "Prolongement de faisceaux analytiques cohérents", Ann.Inst.Fourier 16, 363-374.
Therefore $\omega_{X}:=i_*\omega_{X_{reg}}$ is a coherent sheaf on $X$. Now, let $f:Y\rightarrow X$ be a small resolution. Then $f^{*}\omega_{X}$ is a coherent sheaf on $Y$. Let $V\subset Y$ be the open subset where $f$ is an isomorphism. Then $\omega_{Y|V}\cong (f^{*}\omega_{X})_{|V}$. Now, $\omega_{Y}$ and $f^{*}\omega_{X}$ are coherent sheaves on a smooth variety which are isomorphic outside of a closed subset of codimension at least two. Therefore $\omega_{Y}\cong f^{*}\omega_{X}$.