Up to 5% of inflammatory bowel disease patients may at some point develop primary sclerosing cholangitis (PSC). PSC is a rare liver disease that ultimately results in liver damage, cirrhosis and liver failure. It typically remains subclinical until irreversible damage has been inflicted. Hence, it is crucial to screen IBD patients for PSC, but its early detection is challenging, and the disease’s etiology is not well understood. This current study aimed at the early detection of PSC in an IBD population using Volatile Organic Compounds in fecal headspace and exhaled breath. To this aim, fecal material and exhaled breath were collected from 73 patients (n = 16 PSC/IBD; n = 8 PSC; n = 49 IBD), and their volatile profile were analyzed using Gas Chromatography–Mass Spectrometry. Using the most discriminatory features, PSC detection resulted in areas under the ROC curve (AUCs) of 0.83 and 0.84 based on fecal headspace and exhaled breath, respectively. Upon data fusion, the predictive performance increased to AUC 0.92. The observed features in the fecal headspace relate to detrimental microbial dysbiosis and exogenous exposure. Future research should aim for the early detection of PSC in a prospective study design.