In recent years, breath analysis in real time has become a noninvasive alternative for the diagnosis of diseases and for molecular fingerprinting of exhaled breath. However, the techniques used lack the capabilities for proper identification of the compounds found in the exhalome. Here, we report the use of UHPLC-HRMS as a tool for the identification of several aldehydes (2-alkenals, 4-hydroxy-2-alkenals, and 4-hydroxy-2,6-alkadienals), biomarkers of lipid peroxidation, in exhaled breath condensate of three healthy subjects (N = 3). Some of the aldehydes studied have never been identified before. Their robust identification is based on retention times, on the generation of fragmentation trees from tandem mass spectra, and on the comparison of these parameters with standards. We also show that the identified compounds can be analyzed and confirmed by MS/MS in breath in real time and, therefore, they could be used as biomarkers for the rapid and noninvasive diagnosis of related diseases.