The detection of explosives and explosive devices based on the volatile compounds they emit is a long‐standing tool for law enforcement and physical security. Toward that end, solid‐phase microextraction (SPME) combined with gas chromatography–mass spectrometry (GC–MS) has become a crucial analytical tool for the identification of volatiles emitted by explosives. Previous SPME studies have identified many volatile compounds emitted by common explosive formulations that serve as the main charge in explosive devices. However, limited research has been conducted on initiators like fuses, detonating cords, and boosters. In this study, a variety of SPME fiber coatings (i.e., polydimethylsiloxane (PDMS), polydimethylsiloxane/divinylbenzene (PDMS/DVB), divinylbenzene/carboxin/polydimethylsiloxane (DVB/CAR/PDMS), and carboxin/polydimethylsiloxane (CAR/PDMS)) were employed for the extraction and analysis of volatiles from Composition C‐4 (cyclohexanone, 2‐ethyl‐1‐hexanol, and 2,3‐dimethyl‐2,3‐dinitrobutane (DMNB)) and Red Dot double‐base smokeless powder (nitroglycerine, phenylamine). The results revealed that a PDMS/DVB fiber was optimal. Then, an assortment of explosive items (i.e., detonation cord, safety fuse, slip‐on booster, and shape charge) were analyzed with a PDMS/DVB fiber. A variety of volatile compounds were identified, including plasticizers (tributyl acetyl citrate, N‐butylbenzenesulfonamide), taggants (DMNB), and degradation products (2‐ethyl‐1‐hexanol).