The study of the headspace components of fresh smoked goat cheese, was carried out by means of solid-phase microextraction using a polyacrylate fiber followed by gas chromatography/mass spectrometry. The samples studied were six artisan Palmero cheeses manufactured following traditional methods and smoked using pine needles. The cheese regions studied were exterior, interior, and a cross section. In total, more than 320 components were detected, the exterior region being the richest in components, among which were acids, alcohols, esters, hydrocarbons, aldehydes, ketones, furan and pyran derivatives, terpenes and sesquiterpenes, nitrogen derivatives, phenol, guaiacol and syringol derivatives, ethers, and others. In addition to typical cheese components, typical smoke components were also detected; these latter were present especially in the headspace of the exterior region and only those in significant concentrations in the exterior region were also detected in the interior. The main components were acids and phenolic derivatives. These latter compounds play an important role in the flavor of this cheese, and their relative proportions together with the presence of specific smoke components derived from pine leaves may be considered of interest in order to distinguish this cheese from others smoked with different vegetable matter.