The aim of this study was to discover the unique volatile compositional traits of retail milk from different production systems. Forty-four retail milk samples were analyzed, including organic milk (n = 10), conventional milk (n = 14) and pasture milk (n = 20) from winter (n = 22) and summer (n = 22). Proton transfer reaction quadrupole mass spectrometry (PTR-(Quad)MS) was utilized to obtain the mass-resolved fingerprints (76 masses per sample) of volatile organic compounds (VOCs). Principal component analysis (PCA) and analysis of variance (ANOVA) were performed to evaluate the differences between the groups. The production systems were characterized by six masses, while season showed larger differences, with twenty-two masses discriminating between the milks. For 2 masses, a significant interaction of systems and seasons was observed. The chemical formula of these VOC masses were tentatively identified by Proton Transfer Reaction Time-of-Flight Mass Spectrometric (PTR-(ToF)MS). These results illustrate that the type of feed is reflected in the VOC composition of milks.