Botrytis cinerea Pers., the causal agent of grey mould, causes major economic losses in viticulture by reducing grape and wine quality and yield. Antagonistic yeasts that release bioactive volatile organic compounds (VOCs) represent a sustainable alternative to synthetic fungicides. Here, VOCs produced by Pichia guilliermondii strain ZIM624 were identified and assessed for antifungal activity against B. cinerea. 65 VOCs—including higher alcohols, volatile phenols, esters, and terpenes—were detected using two newly developed and validated analytical methods combining automated headspace solid-phase microextraction with gas chromatography–mass spectrometry. A total of 13 VOCs were selected for the bioassays. Fumigation assays demonstrated that terpenes (citronellol, geraniol, nerol, α-terpineol, and linalool) were the most effective inhibitors of B. cinerea mycelial growth (EC₅₀ = 6.3–33.9 μL/L). Strong inhibition was also observed for 4-vinylphenol and isoamyl acetate. In vivo assays confirmed that exposing infected grape berries to P. guilliermondii VOCs significantly reduced grey mould incidence. These results highlight the potential of P. guilliermondii ZIM624 volatiles as natural biofumigants for the eco-friendly management of B. cinerea in grapes. Future research should focus on optimising VOC production, evaluating efficacy under field conditions, and developing formulations for practical application in vineyards and post-harvest storage. Additionally, investigating potential synergistic effects of VOC combinations could lead to more effective biocontrol strategies.