Volatile organic compounds have drawn significant attention in recent years as a novel tool for non-invasive detection of a wide range of diseases, including gastrointestinal cancers, for which the need for effective, affordable, and non-invasive screening methods is substantial. Sample preparation is a fundamental step that greatly influences the quality of results and the feasibility of wide-range applications. This review summarizes sampling methods used in studies aiming at testing the diagnostic value of volatile organic compounds in gastrointestinal cancers, discussing in detail some of the recent advancements in automated sampling techniques. Finally, we propose some directions in which sample collection and processing can improve for VOC analysis to be popularized in clinical settings.