A procedure based on headspace solid-phase microextraction (HS-SPME) and GC–MS analysis was developed to investigate the volatile organic compounds (VOCs) of Atlantic shellfish species. The experimental conditions (fiber coating, sample volume, time and temperature of incubation) were optimized for the extraction of VOCs from shellfish. The incubation of a Carboxen/Polydimethylsiloxane (CAR-PDMS) fiber with 6 mL of saline aqueous extract heated at 80 °C for 30 min gave the most effective and accurate extraction of the analytes. Under these experimental conditions, thermal degradations of volatiles that could be occurred during the extraction process were not observed. The method was validated in terms of linearity, repeatability, inter-day precision, recovery and sensitivity. Then, the optimized method was applied to study the volatile profile of mussels (Mytilus galloprovincialis), pullet carpet shells (Venerupis pullastra), oysters (Ostrea edulis), pod razor shells (Ensis ensis), common cockle (Cerastoderma edule) and goose barnacle (Pollicipes cornucopia). The results showed significant differences in the volatile profile, resulting some of the compound characteristic for the shellfish species. The fatty acid profile has been also investigated and the occurrence of non methylen interrupted fatty acids (NMI) in these species was related with specific volatiles. The present investigation provides the first VOC description of Atlantic E. ensis, V. pullastra, C. edule and P. cornucopia and highlights the important contribution of SPME methodology to identify volatile markers of the natural flavor of seafood, which are useful for the evaluation of origin and represent a starting point to find useful volatiles as freshness markers before commercialization or changes due to processing.