A modified headspace solid phase microextraction (HS‐SPME) method was compared with Amberlite® XAD‐2 resin for the extraction of volatile compounds. In the HS‐SPME method, volatiles were extracted using an 85 μm polyacrylate fiber from wines that contained a standardized amount of ethanol (10% v/v), NaCl (0.325 g/mL) and internal standards (dodecanol and nonanoic acid). Both extraction procedures yielded high relative recoveries (>92%) and reproducibilities (coefficient of variations ≤ 11%) for the different higher alcohols, esters and medium‐chain fatty acids. Overall, limits of detection for the HS‐SPME and XAD‐2 methods were below sensory threshold concentrations. HS‐SPME and XAD‐2 performed similarly in the analysis of a Riesling wine; however, the HS‐SPME method did not require organic solvents and was generally quicker to perform. In applying the HS‐SPME method, differences in concentrations of volatile compounds produced in Riesling and Chenin blanc wines by 11 different yeast strains were noted.