Volatile flavor compounds are key determinants of the sensory quality and consumer preference of olive oil, and their compositional profiles are significantly influenced by geographical origin. To elucidate the regional differences in volatile flavors, this study employed headspace-gas chromatography-ion mobility spectrometry (HS-GC-IMS) combined with chemometrics to analyze oil samples from three major Chinese producing regions—Gansu, Yunnan, and Sichuan—as well as representative imported origins. A total of 56 volatile compounds were identified, including aldehydes, esters, alcohols, ketones, and terpenes. Fingerprint analysis revealed that terpenes were present at specifically high levels in some samples from Gansu, whereas alcohols and esters were more abundant in specific Sichuan samples and among the imported oils. Principal component analysis (PCA) showed limited overall separation among the regions, whereas partial least squares-discriminant analysis (PLS-DA) effectively discriminated samples from different geographical origins and identified 15 potential marker compounds with variable importance in projection (VIP) scores > 1. This study demonstrates that HS-GC-IMS coupled with chemometrics is an effective approach for screening volatile markers indicative of geographical origin, providing a potential research direction and data support for the traceability of olive oil.