The production of volatile organic compounds (VOC) by plants is well known. However, few scientific groups have studied VOC produced by green, brown and red algae. Headspace collection of volatiles and solid phase microextraction, as well as the traditional extraction by hydrodistillation combined with analytical chromatographic techniques (i.e., GC-MS), have significantly improved the investigation of VOC from plants and algae. The major volatile compounds found in seaweeds are hydrocarbons, terpenes, phenols, alcohols, aldehydes, ketones, esters, fatty acids and halogen or sulfur-containing compounds. This article presents an overview of VOC isolated from and identified in marine macro-algae. Focus is given to non-halogenated and non-sulfur volatile compounds, as well as strategies to analyze and identify algal VOC by GC-MS.