The study aimed to assess the seasonal variation in raw milk volatile organic compounds (VOCs) from three indoor feeding systems based on maize silage (n = 31), silages/hay (n = 19) or hay (n = 16). After headspace solid-phase microextraction (HS-SPME), VOC profiles were determined by gas chromatography (GC). Chemical and VOC (log10 transformations of the peak areas) data were submitted to a two-way ANOVA to assess the feeding system (FS) and season (S) effects; an interactive principal component analysis (iPCA) was also performed. The interaction FS × S was never significant. The FS showed the highest (p p p < 0.05) in urea and 2-pentanol and methyl aldehydes. The iPCA confirmed a seasonal spatial separation. Carboxylic acids might generate from incomplete esterification in the mammary gland and/or milk lipolytic activity, while aldehydes seemed to be correlated with endogenous lipid or amino acid oxidation and/or feed transfer. The outcomes suggested that VOCs could be an operative support to trace raw milk for further mild processing.