The correct characterisation and a detailed knowledge of the materials originally used in violin varnishes, like natural resins, is crucial for the conservation in museums and for a suitable restoration technique. The study presented here reports on the potential of pyrolysis (Py) coupled with gas chromatography (GC) and mass spectrometry (MS) for the identification of chemical markers of each resin; this technique is very sensitive and selective, it needs a small quantity of sample and does not require chemical treatments. To improve the chromatographic behaviour of polar compounds the derivatising agent tetramethylammonium hydroxide (TMAH) in combination with pyrolysis has been used, in the so-called TMAH thermochemolysis or thermally assisted hydrolysis and methylation (THM), or more simply pyrolysis-methylation. The natural resins studied were colophony, sandarac, manila copal, elemi, amber and benzoin, mainly composed of terpenic compounds, with the exception of the latter, composed of aromatic compounds. Many compounds were identified; in particular, methyl esters of resinous acids that, individually or in a group, can be used as chemical markers. However, through this technique it was not possible to distinguish between the sandarac and manila copal resins because their chromatographic behaviour is very similar. Finally, the procedure applied has been employed in the characterisation of original varnish samples.