Coffee is one of the most popular beverages worldwide, whose production and consumption result in large amounts of waste, namely spent coffee grounds, constituting an important source of compounds for several industrial applications. This work focused on the establishment of the volatile fingerprint of five spent coffee grounds from different geographical origins using headspace solid-phase microextraction coupled with gas chromatography-mass spectrometry (HS-SPME/GC-MS), as a strategy to identify volatile organic metabolites (VOMs) with potential application in the food industry as antioxidant, anti-inflammatory, and antiproliferative agents. One hundred eleven VOMs belonging to different chemical families were identified, of which 60 were found in all spent coffee grounds analyzed. Furanic compounds (34%), nitrogen compounds (30%), and esters (19%) contributed significant to the total volatile fingerprint. The data obtained suggest that spent coffee grounds have great potential to be used as raw material for different approaches in the food industry towards the development of new food ingredients or products for human consumption, in addition to pharmaceutical and cosmetic applications, namely as antioxidant (e.g., limonene, carvacrol), antimicrobial (e.g., pyrrole-2-carboxaldehyde, β-myrcene) and anti-inflammatory (e.g., furfural, 2-furanmethanol) agents, promoting their integral valorization within the circular bioeconomy concept.