Volatile oil extracts of fennel seeds (Foeniculum vulgare Mill.) and thyme leaves (Thymus vulgaris L.) were obtained by simultaneous distillation-extraction (SDE) and supercritical fluid extraction (SFE) and analyzed by gas chromatography-mass spectrometry (GC-MS). In general, fennel oil extracted by SDE and SFE showed similar compositions, with trans-anethole, estragole, and fenchone as the main components. In contrast, thymol and p-cymene, the most abundant compounds in thyme leaves, showed big differences, with generally higher amounts of monoterpenes obtained by SDE. However, in this case, the differences between the extracts were higher. Key odorants of fennel seeds determined by gas chromatography-olfactometry (GC-O) showed similar patterns when applying SDE and SFE. trans-Anethole (anise, licorice), estragole (anise, licorice, sweet), fenchone (mint, camphor, warm), and 1-octen-3-ol (mushroom) were the most intense odor compounds detected in fennel extracts. Thymol and carvacrol, with oregano, thyme, and spicy notes, were identified as key compounds contributing to the aroma of thyme leaves.