Authentication of farm animal rearing conditions, especially the type of feeding, is a key issue in certification of meat quality and meat products. The purpose of this article was to analyze in parallel the volatile fraction of three adipose tissues excised from 16 lambs in order to authenticate two animal diets: pasture (n = 8) and concentrate (n = 8). On the basis of growth rate and anatomical location, three different lamb adipose tissues were analyzed: perirenal fat (PRF), caudal subcutaneous fat (CSCF), and heart fat (HF). An initial experiment was used to optimize the extraction of volatile compounds from the adipose tissues. Using a lipid liquid phase extraction, heating the ground tissue to 70 degrees C, was shown to be the best sample preparation mode before dynamic headspace-gas chromatography-mass spectrometry (DH-GC-MS) analysis to achieve a good representation of the starting material, while getting a good extraction and reproducibility. Next, the application of an instrumental drifts correction procedure to DH-GC-MS data enabled the identification of 130 volatile compounds that discriminate the two diets in one or several of the three tissues: 104 were found in PRF, 75 in CSCF, and 70 in HF. Forty-eight of these diet tracers, including 2,3-octanedione, toluene, terpenes, alkanes, alkenes, and ketones, had previously been identified as ruminant pasture-diet tracers and can be considered generic of this type of animal feeding. Moreover, 49 of the 130 compounds could identify diets in only one tissue, suggesting that complementary analysis of several tissues is superior for diet identification. Finally, multivariate discriminant analyses confirmed that the discrimination was improved when PRF, CSCF, and HF were considered simultaneously, even if HF contributed minimal information.