This preliminary study aims to compare two different extraction and concentration methods often used for the gas chromatographic analysis of volatile components in food to determine the advantages and drawbacks of both for future routine investigation of PDO (protected designation origin) ewes' milk cheeses. Roncal, Pecorino Sardo and Fiore Sardo were investigated at different ripening stages. The dynamic headspace technique using a Purge & Trap device (DHS) makes it possible to extract more highly volatile compounds than the simultaneous distillation extraction (SDE) method. Consequently, the latter is more efficient for extracting low-volatile components such as phenols, free fatty acids, lactones and longer-chain aldehydes, ketones, alcohols and esters. These two extraction methods are therefore complementary.