Headspace solid-phase microextraction (HS-SPME) -gas chromatography using flame ionization detection and multivariate analysis were applied to the study of the specificity of protected designation of origin (PDO) virgin olive oils produced in a southern French region (Alpes-Maritimes) based on their volatile compounds. A total of 35 PDO olive oils from Nice, 6 commercial oils, and 12 other French PDO olive oils were analyzed. Recorded data were subjected to principal component analysis (PCA) and soft independent modeling of class analogy (SIMCA). The method developed here was able to perfectly distinguish different qualities of olive oils. Representative samples from each class obtained by chemometric treatment were analyzed by HS-SPME and GC-MS. PCA and SIMCA of chromatographic data were related to sensory analysis and led to a better understanding of the chemical features and observed sensory effects of olive oils.