Headspace solid-phase microextraction (HS-SPME) coupled with gas chromatography-quadrupole time-of-flight mass spectrometry (GC-QTOF MS) has been used in the present study to isolate and identify volatile components from Siraitia grosvenorii, a herbaceous perennial vine used as a natural sweetener and medicine. Compared with the static HS extraction and the different SPME fiber coatings, HS-SPME with divinylbenzene/carboxen/polydimethylsiloxane fiber was preferred to extract the target analytes including aldehyde, alcohol, acid, ester and other compounds. In the identification, a multi-dimensional qualitative analysis approach containing library searching, retention index comparison, accurate mass measurement, the second-stage mass spectrum (MS(2) spectrum) and area normalization was utilized. Finally, a total of 46 compounds were identified from S. grosvenorii. Among them, n-hexadecanoic acid, 5-hydroxymethylfurfural, 2,3-dihydro-3,5-dihydroxy-6-methyl-4H-pyran-4-one, (Z, Z)-9,12-octadecadienoic acid and (E, E)-2,4-nonadienal were the main volatile components. The results showed that HS-SPME coupled with GC-QTOF MS is efficient for the extraction of polar volatiles from S. grosvenorii and accurate for the identification of volatile compounds in the complicated matrix.