Extra virgin olive oil (EVOO) is characterized by its aroma and other sensory attributes. These are determined by the geographical origin of the oil, extraction process, place of cultivation, soil, tree varieties, and storage conditions. In the present work, an array of metal oxide gas sensors (called S3), in combination with the SPME-GC-MS technique, was applied to the discrimination of different types of olive oil (phase 1) and to the identification of four varieties of Garda PDO extra virgin olive oils coming from west and east shores of Lake Garda (phase 2). The chemical analysis method involving SPME-GC-MS provided a complete volatile component of the extra virgin olive oils that was used to relate to the S3 multisensory responses. Furthermore, principal component analysis (PCA) and k-Nearest Neighbors (k-NN) analysis were carried out on the set of data acquired from the sensor array to determine the best sensors for these tasks and to assess the capability of the system to identify various olive oil samples. k-NN classification rates were found to be 94.3% and 94.7% in the two phases, respectively. These first results are encouraging and show a good capability of the S3 instrument to distinguish different oil samples.