Static headspace (SHS), headspace solid phase microextraction (HS-SPME), headspace sorptive extraction (HSSE), and direct thermal desorption (DTD) were applied to the analysis of four French virgin olive oils from Corsica. More than 60 compounds were isolated and characterized by GC-RI and GC-MS. SHS was not suited to the characterization of olive oil volatile compounds because of low sensitivity. The SPME and HSSE techniques were successfully applied to olive oil headspace analysis. Both methods allow the characterization of volatile compounds (mainly C(6) aldehydes and alcohols), which contribute significantly to the "green" flavor note of virgin olive oils. The PDMS stir bar showed a higher concentration capacity than a DVB/CAR/PDMS SPME fiber due to the higher volume of polymeric coating. DTD was a very good tool for extracting volatile and especially semivolatile compounds, such as sesquiterpenes, but requires a significant investment like that for HSSE. Finally, SPME may be a more appropriate technique for routine quality control due to its operational simplicity, repeatability, and low cost.