As living standards improve worldwide, the demand for energy increases. However, climate changes and decreasing fossil fuel deposits have increased interest in renewable energy sources, including pellets produced from forest residues. This study aimed to compare changes in concentration of gases (CO, CO2, O2, volatile organic compounds—VOCs) in enclosed headspaces above pellets produced from deciduous (oak OA, birch BI) and coniferous (pine PI, spruce SP) dendromass and selected types of commercial pellets during their storage. The experiment measured the concentration of gas released from the pellets in storage daily for 14 days. The highest mean CO concentration was found for PI pellets (1194 ppm), and the lowest was for OA (63.3 ppm). Likewise, the highest CO2 concentration was noted for PI pellets (4650 ppm), and the lowest was for BI (1279 ppm). The largest VOC amount was released in the headspace above PI (88.8 ppm), and the smallest was above BI (4.6 ppm). The oxygen concentration was the lowest as measured for PI (minimum 16.1% v/v) and for SP (19.3% v/v). The threshold limit value (8 h) for CO was exceeded for all the pellets under analysis and, in the case of CO2, only for PI after day 10 of incubation. The study findings are extremely important from a scientific (but mainly from a practical) perspective because of the safety of storing and transporting wood pellets. The knowledge of autooxidation processes in those biofuels can help organize their logistics and storage and result in proper warehouse ventilation and monitoring of noxious gases.