Visceral leishmaniasis (VL) is a zoonosis whose etiologic agent in the Americas is Leishmania infantum, and dogs are the main host. Research and innovation in diagnostic techniques are essential to improve the surveillance and control of VL in endemic areas. The present study investigates the profile of the volatile organic compounds (VOCs) emitted by healthy dogs and by dogs infected by L. infantum to detect variations in the VOCs that may be used as biomarkers in the diagnosis of VL. In total, 36 dogs were selected from an endemic area and divided into three groups: G1, not infected with L. infantum; G2, infected without clinical signs of VL; and G3, infected with clinical signs of VL. To analyze the profiles of the VOCs emitted by dogs from the three groups, solid-phase microextraction (SPME) combined with gas chromatography-mass spectrometry (GC-MS) was used. Variations were observed between the profiles of the VOCs emitted in the three groups studied, and they also differentiated infected animals with or without clinical signs. Six VOCs were identified as potential biomarkers of infection, with significant variations between healthy dogs (G1) and infected dogs (G2 + G3). The detection of variations between groups G2 and G3 suggested that the profiles of some VOCs may be related to the type of immune response and the parasite load of the infected dogs. This study demonstrated the possibility of analysis of VOCs as biomarkers of VL in diagnostic, clinical, and epidemiological work.