This paper reviews new developments in multiple headspace extraction (MHE), especially its combination with two miniaturized extraction techniques, solid-phase microextraction (SPME) and single-drop microextraction (SDME). The combination of the techniques broadens the applicability of SPME and SDME to quantitative determination of analytes in complex liquid and solid matrixes. These new methods offer several advantages over traditional liquid-solid, liquid-liquid and headspace extraction techniques. The potential applications include extraction of volatiles and semivolatiles from environmental and physiological samples and from different polymer products such as medical and biomedical materials, food packaging and building materials. The theoretical principals of the techniques are also briefly reviewed.