Mascarpone, a soft-spread cheese, is an unripened dairy product manufactured by the thermal-acidic coagulation of milk cream. Due to the mild flavor and creamy consistency, it is a base ingredient in industrial, culinary, and homemade preparations (e.g., it is a key constituent of a widely appreciated Italian dessert ‘Tiramisù’). Probably due to this relevance as an ingredient rather than as directly consumed foodstuff, mascarpone has not been often the subject of detailed studies. To the best of our knowledge, no investigation has been carried out on the volatile compounds contributing to the mascarpone cheese aroma profile. In this study, we analyzed the Volatile Organic Compounds (VOCs) in the headspace of different commercial mascarpone cheeses by two different techniques: Headspace-Solid Phase Microextraction-Gas Chromatography-Mass Spectrometry (HS-SPME GC-MS) and Proton-Transfer Reaction-Mass Spectrometry coupled to a Time of Flight mass analyzer (PTR-ToF-MS). We coupled these two approaches due to the complementarity of the analytical potential—efficient separation and identification of the analytes on the one side (HS-SPME GC-MS), and effective, fast quantitative analysis without any sample preparation on the other (PTR-ToF-MS). A total of 27 VOCs belonging to different chemical classes (9 ketones, 5 alcohols, 4 organic acids, 3 hydrocarbons, 2 furans, 1 ester, 1 lactone, 1 aldehyde, and 1 oxime) have been identified by HS-SPME GC-MS, while PTR-ToF-MS allowed a rapid snapshot of volatile diversity confirming the aptitude to rapid noninvasive quality control and the potential in commercial sample differentiation. Ketones (2-heptanone and 2-pentanone, in particular) are the most abundant compounds in mascarpone headspace, followed by 2-propanone, 2-nonanone, 2-butanone, 1-pentanol, 2-ethyl-1-hexanol, furfural and 2-furanmethanol. The study also provides preliminary information on the differentiation of the aroma of different brands and product types.