Growing evidence suggests that specific volatile organic compound (VOC) profiles may reflect key pathophysiological processes in Parkinson’s disease (PD), including alterations in the microbiome, metabolism, and oxidative stress. Identifying reliable VOC biomarkers could enable non-invasive tests for early diagnosis, disease monitoring, and therapy evaluation. This review examines VOC analysis in biological matrices such as breath, skin, and stool, outlining current research and future applications in PD. We evaluate analytical techniques based on sensitivity, specificity, and clinical applicability. Additionally, we classify VOCs identified in previous studies alongside their proposed biological origins. Special attention is given to short-chain fatty acids, produced by the gut microbiome, a novel target in PD research. Our findings highlight the need for larger cohort studies and standardized protocols to advance VOC-based diagnostics in PD. Understanding the interplay between VOCs and PD may facilitate biomarker discovery, enhancing non-invasive diagnostic strategies and personalized disease management.