The interest in hemp seed oil has recently increased, due to the latest regulations which allow its use as food. Hemp seed oil is characterized by a high content of polyunsaturated fatty acids, which are highly prone to oxidation. Accelerated thermal oxidation (60 °C, 18 days) has been applied to nine types of cold-pressed hemp seed oils to monitor the evolution of the samples during oxidative deterioration. The results showed that the only determinations of primary (peroxide value) and secondary (TBARs) oxidation products did not allow a sufficient or correct evaluation of the oxidative changes of hemp seed oils during storage. In fact, samples at the end of the test were primarily characterized by a high presence of oxidation volatile compounds and a significant decrease of antioxidants. Several volatiles identified before the accelerated storage, such as the predominant α-pinene and β-pinene, gradually decreased during the accelerated storage period. On the other hand, aldehydes (hexanal, (E)-2-hexenal, heptanal, (E,E)-2,4-hexadienal, (E)-2-heptenal, (E,E)-2,4-heptadienal, (E,Z)-2,4-heptadienal, 2-octenal, nonanal, nonenal, 2,4-nonadienal, (E,E)- 2,4-decadienal and 2,4-decadienal), ketones (1-octen-3-one, 3-octen-2-one, (E,E)-3,5-octadien-2- one and 3,5-octadien-2-one), acids (propionic acid, pentanoic acid, hexanoic acid and heptanoic acid) and 2-pentyl-furan increased during the accelerated storage, as principal markers of oxidation.