Virgin olive oil, obtained from Olea europaea L. (Oleaceae) fruits, is an important ingredient in the Mediterranean diet. There is now overwhelming scientific evidence that it has health benefits; that include reduction of risk factors for coronary heart disease and the prevention of several pathologies, including some types of cancer. Olive oil appears to be an example of a functional food with a high content of volatiles that contribute to its palatability. However, because of its high added value, it is often adulterated with less valuable oils. Many analytical techniques have been developed to validate the authenticity of the oil. Among them, SPME seems to be one of the more promising approaches, as demonstrated by the many published studies. Being a solvent-free sample preparation technique, its implementation is fast and simple and couples well with GC-MS and HPLC systems. These validation techniques are very important considering the strict regulations imposed by the USA and the EU. Finally, it can be helpful in geographical certification, giving consumers the assurance that the goods come from an area where a given quality, reputation, or other characteristics of the goods is essentially attributable to their geographical origin.