Background: In clinical practice, the species of Atractylodes are difficult to identify based on their morphological and chemical features which often leads to confusion. In addition, the composition of volatile components may influence the clinical efficacy of rhizomes of Atractylodes. Materials and Methods: In this study, a comprehensive two-dimensional gas chromatography with mass spectrometry coupled with multivariate data analysis was employed to investigate the differences in the volatile components of the rhizomes of three species of Atractylodes, namely Atractylodes lancea (Thunb.) DC, Atractylodes japonica Koidz. et Kitam, and Atractylodes chinensis (DC.) Koidz. Results: A total of 119 compounds were tentatively identified and confirmed based on the NIST database. Thirty-three samples were well distinguished and the results of two different analytical methods using principal component analysis and partial least-squares discriminant analysis were in satisfactory agreement with one-way analysis of variance. Atractylodin and β-eudesmol can be used to reveal the chemical differentiation and distinguish different species of Atractylodes. Conclusion: The results may provide a reliable reference to quality control and product grade of rhizomes of Atractylodes.