Wuliangye baijiu is one of the most famous baijiu in China, with a rich, harmonic aroma profile highly appreciated by consumers. Thousands of volatiles have been identified for the unique aroma profile. Among them, fatty acid esters have been identified as the main contributors to the aroma profile. In addition, many non-ester minor compounds, many of which are more polar than the esters, have been identified to contribute to the characteristic aroma unique to Wuliangye baijiu. The analysis of these minor compounds has been challenging due to the dominance of esters in the sample. Thus, it is desirable to fractionate the aroma extract into subgroups based on functional group or polarity to simplify the analysis. This study attempts a new approach to achieve simultaneous volatile extraction and fractionation using tandem LiChrolut EN and silica gel solid-phase extraction (SPE) columns. A baijiu sample (10 mL, diluted in 40 mL of water) was first passed through the LiChrolut EN (1.0 g) column. The loaded LiChrolut EN column was then dried with air and coupled with a silica gel (5.0 g) SPE column with anhydrous Na2SO4 (10.0 g) in between. The volatile compounds were eluted from the LiChrolut EN column and simultaneously fractionated on the silica gel column based on polarity. The simultaneous extraction and fractionation technique enabled the fractionations of all fatty acid esters into less polar fractions. Fatty acids, alcohols, pyrazines, furans, phenols, hydroxy esters, and other polar compounds were collected in more polar fractions. This technique was used to study the volatile compounds in Wuliangye, Moutai, and Fengjiu baijiu. In addition to fatty acid esters, many minor polar compounds, including 2,6-dimethylpyrazine, 2-ethyl-6-methylpyrazine, 2-ethyl-3,5-dimethylpyrazine, p-cresol, and 2-acetylpyrrole, were unequivocally identified in the samples. The procedure is fast and straightforward, with low solvent consumption.