Candida parapsiliosis is a prevalent neonatal pathogen that attains its virulence through its strain-specific ability to form biofilms. The use of volatilomics, the profiling of volatile metabolites from microbes is a non-invasive, simple way to identify and classify microbes; it has shown great potential for pathogen identification. Although C. parapsiliosis is one of the most common clinical fungal pathogens, its volatilome has never been characterised. In this study, planktonic volatilomes of ten clinical strains of C. parapsilosis were analysed, along with a single strain of Candida albicans. Headspace-solid-phase microextraction coupled with gas chromatography-mass spectrometry were employed to analyse the samples. Species-, strain-, and media- influences on the fungal volatilomes were investigated. Twenty-four unique metabolites from the examined Candida spp. (22 from C. albicans; 18 from C. parapsilosis) were included in this study. Chemical classes detected across the samples included alcohols, fatty acid esters, acetates, thiols, sesquiterpenes, and nitrogen-containing compounds. C. albicans volatilomes were most clearly discriminated from C. parapsilosis based on the detection of unique sesquiterpene compounds. The effect of biofilm formation on the C. parapsilosis volatilomes was investigated for the first time by comparing volatilomes of a biofilm-positive strain and a biofilm-negative strain over time (0–48 h) using a novel sampling approach. Volatilomic shifts in the profiles of alcohols, ketones, acids, and acetates were observed specifically in the biofilm-forming samples and attributed to biofilm maturation. This study highlights species-specificity of Candida volatilomes, and also marks the clinical potential for volatilomics for non-invasively detecting fungal pathogens. Additionally, the range of biofilm-specificity across microbial volatilomes is potentially far-reaching, and therefore characterising these volatilomic changes in pathogenic fungal and bacterial biofilms could lead to novel opportunities for detecting severe infections early.