The aim of this review is to explore and discuss the two main aspects related to a HeadSpace Solid Phase Micro-Extraction Gas-Chromatography/Mass-Spectrometry (HS-SPME-GC/MS) quantitative analysis of volatile compounds in wines, both being fundamental to obtain reliable data. In the first section, recent advances in the use of multivariate optimization approaches during the method development step are described with a special focus on factorial designs and response surface methodologies. In the second section, critical aspects related to quantification methods are discussed. Indeed, matrix effects induced by the complexity of the volatile profile and of the non-volatile matrix of wines, potentially differing between diverse wines in a remarkable extent, often require severe assumptions if a reliable quantification is desired. Several approaches offering different levels of data reliability including internal standards, model wine calibration, a stable isotope dilution analysis, matrix-matched calibration and standard addition methods are reported in the literature and are discussed in depth here.