Linolenic acid is an important fatty acid, and volatiles generated by its oxidation are the major components of food flavor. In this study, volatile components generated from linolenic acid during heating were detected and analyzed by using thermal desorption cryo-trapping system coupled with gas chromatography-mass spectrometry. A total of 52 volatile compounds were identified, including aldehydes (18), ketones (12), alcohols (6), furans (4), acids (6) and aromatic compounds (6). The forming temperature of each volatile compound was also determined. It was found that most volatile compounds with shorter carbon chains were mainly generated at lower temperatures, while volatile compounds with longer carbon chains were mainly produced at higher temperatures. Results of principal component analysis show that most of the identified volatiles were considered as the characteristic ones of the high temperature points. Potential thermal oxidation mechanism of linolenic acid was also given at the same time.