The geographical traceability of extra virgin olive oils (EVOO) is of paramount importance for oil chain actors and consumers. Oils produced in two adjacent Portuguese regions, Côa (36 oils) and Douro (31 oils), were evaluated and fulfilled the European legal thresholds for EVOO categorization. Compared to the Douro region, oils from Côa had higher total phenol contents (505 versus 279 mg GAE/kg) and greater oxidative stabilities (17.5 versus 10.6 h). The majority of Côa oils were fruity-green, bitter, and pungent oils. Conversely, Douro oils exhibited a more intense fruity-ripe and sweet sensation. Accordingly, different volatiles were detected, belonging to eight chemical families, from which aldehydes were the most abundant. Additionally, all oils were evaluated using a lab-made electronic nose, with metal oxide semiconductor sensors. The electrical fingerprints, together with principal component analysis, enabled the unsupervised recognition of the oils’ geographical origin, and their successful supervised linear discrimination (sensitivity of 98.5% and specificity of 98.4%; internal validation). The E-nose also quantified the contents of the two main volatile chemical classes (alcohols and aldehydes) and of the total volatiles content, for the studied olive oils split by geographical origin, using multivariate linear regression models (0.981 ≤ R2 ≤ 0.998 and 0.40 ≤ RMSE ≤ 2.79 mg/kg oil; internal validation). The E-nose-MOS was shown to be a fast, green, non-invasive and cost-effective tool for authenticating the geographical origin of the studied olive oils and to estimate the contents of the most abundant chemical classes of volatiles.