For first time, the new device named thin film solid phase microextraction (TF-SPME) has been used to determine the volatile profile of the Picual and Hojiblanca varieties of extra virgin olive oils. To this end, different traditional sampling methods such as headspace sorptive extraction (HSSE) with polydimethylsiloxane (PDMS) and polyethyleneglycol-modified silicone (EG/Silicone) Twisters ® have been compared with the TF-SPME devices coated with different extraction polymeric phases. PARADISe software was used as a non-targeting method to process all data. The best results were obtained by HSSE-PDMS and 2TF-SPME. Moreover, the 2TF-SPME extraction method achieved the most adequate results of linearity for most compounds, according to F-values, while the intermediate precision results were similar for both 2TF-SPME and HSSE-PDMS sampling methods. Different sensitivity was observed between both sampling methods depending on the volatile compound, without being clearly influenced by the polarity of them. Although both sampling methods enabled the main active aroma of olive oil to be determined and for them to be differentiated according to olive variety, the 2TF-SPME method appears to be the most suitable for this goal.