The presence of Mycobacterium tuberculosis complex (MTBC) in wild swine, such as in wild boar (Sus scrofa) in Eurasia, is cause for serious concern. Development of accurate, efficient, and noninvasive methods to detect MTBC in wild swine would be highly beneficial to surveillance and disease management efforts in affected populations. Here, we describe the first report of identification of volatile organic compounds (VOC) obtained from the breath and feces of wild boar to distinguish between MTBC-positive and MTBC-negative boar. We analyzed breath and fecal VOC collected from 15 MTBC-positive and 18 MTBC-negative wild boar in Donaña National Park in Southeast Spain. Analyses were divided into three age classes, namely, adults (>2 years), sub-adults (12–24 months), and juveniles (<12 months). We identified significant compounds by applying the two-tailed statistical t-test for two samples assuming unequal variance, with an α value of 0.05. One statistically significant VOC was identified in breath samples from adult wild boar and 14 were identified in breath samples from juvenile wild boar. One statistically significant VOC was identified in fecal samples collected from sub-adult wild boar and three were identified in fecal samples from juvenile wild boar. In addition, discriminant function analysis (DFA) was used to build classification models for MTBC prediction in juvenile animals. Using DFA, we were able to distinguish between MTBC-positive juvenile wild boar and MTBC-negative juvenile wild boar using breath VOC or fecal VOC. Based on our results, further research is warranted and should be performed using larger sample sizes, as well as wild boar from various geographic locations, to verify these compounds as biomarkers for MTBC infection in this species. This new approach to detect MTBC infection in free-ranging wild boar potentially comprises a reliable and efficient screening tool for surveillance in animal populations.