Supercritical fluid was used to extract volatile components from the rhizoma of Atractylode lancea (A. lancea). An orthogonal array design (OAD), L(9) (3)(4), was employed as a chemometric method for the optimization of the supercritical fluid extraction (SFE) of volatile compounds from the herbal medicine. Four parameters, namely, pressure, temperature, dynamic extraction time, and flow rate of CO(2), were studied and optimized by a three-level OAD in which the interactions between the parameters were neglected. These compounds were identified according to their retention times and mass spectra by GC-MS. A total of 30 compounds of SFE extracts were identified. Atractylon (8.63%), hinesol (1.44%), beta-eudesmol (6.64%), elemol (0.42%), and atractydin (13.92%) were the major sesquiterpenes identified in A. lancea SFE extracts.