The volatile compositions of 192 olive oil samples from five different European countries were investigated by PTR-MS sample headspace analysis. The mass spectra of all samples showed many masses with high abundances, indicating the complex VOC composition of olive oil. Three different PLS-DA models were fitted to the data to classify samples into ‘country’, ‘region’ and ‘district’ of origin, respectively. Correct classification rates were assessed by cross-validation. The first fitted model produced an 86% success rate in classifying the samples into their country of origin. The second model, which was fitted to the Italian oils only, also demonstrated satisfactory results, with 74% of samples successfully classified into region of origin. The third model, classifying the Italian samples into district of origin, yielded a success rate of only 52%. This lower success rate might be due to either the small class set, or to genuine similarities between olive oil VOC compositions on this tight scale.