Headspace solid-phase microextraction (HS-SPME) followed by gas chromatography-mass spectrometry analysis (GC-MS) was used to investigate the volatile compounds from oxidised phosphatidylcholine molecular species. 1-stearoyl-2-oleoyl-sn-glycero-3-phosphocholine (SOPC) and 1-stearoyl-2-linoleoyl-sn-glycero-3-phosphocholine (SLPC) were chosen as models. The influence of several parameters on the efficiency of volatile oxidised compounds (VOCs) microextraction, such as type of fibre, extraction duration and temperature were studied. The best results were obtained with a polydimethylsiloxane/divinylbenzene (PDMS/DVB) fibre used at 50 °C during 25 min. The effect of oxidation temperature on the yield of VOCs from SOPC and SLPC was investigated. Oxidative kinetics of SOPC and SLPC were investigated by measuring both the production of VOCs and the degradation of starting materials. More than 30 VOCs were detected by means of the reference mass spectra of the National Institute of Standards and Technology mass spectral library, and most of them were further confirmed by comparing their mass spectra and retention time with those obtained from authentic reference compounds under the same analytical conditions. Moreover, the origins of VOCs from oxidised PLs were studied by comparing those obtained from their corresponding triacylglycerides under the same experimental conditions. The main VOCs identified from oxidised SOPC were (E)-2-decenal, nonanal and octanal and from oxidised SLPC were (E)-2-heptenal, (E)-2-octenal and (E, E)-2,4-decadienal. The proposed method was applied to a real food sample, soy lecithin.