The root tuber and rhizome of Curcuma longa L., abbreviated, respectively, as RCL and RHCL, are used as different medicines in China. In this work, volatile oils were extracted from RCL and RHCL. Then, gas chromatography–mass spectrometry (GC–MS) was used for RCL and RHCL volatile oils analysis, and 45 compounds were identified. The dominant constituents both in volatile oils of RCL and RHCL were turmerone, (−)-zingiberene, and β-turmerone, which covered more than 60% of the total area. The chromatographic fingerprint similarities between RCL and RHCL were not less than 0.943, indicating that their main chemical compositions were similar. However, there were also some compounds that were varied in RCL and RHCL. Based on the peak area ratio of 45 compounds, the RCL and RHCL samples were separated into principal component analysis (PCA) and partial least squares discriminant analysis (PLS-DA). Then, 20 compounds with a variable importance for the projection (VIP) value of more than 1 were the high potential contributors for RCL and RHCL differences. Furthermore, ferric ion-reducing antioxidant power (FRAP) assay results demonstrated that the volatile oils of RCL and RHCL had antioxidant activities. This study provided the material basis for the research of volatile components in RCL and RHCL and contributed to their further pharmacological research and quality control.