The effect of animal feeding on milk volatile organic compounds (VOCs) of metabolic origin was tested on a hay-based diet (H), a highly diversified pasture under continuous grazing (CG), or a less diversified pasture under rotational grazing (RG). Individual milk of 24 Montbéliarde cows (8 per treatment) were sampled after 2 weeks. Pasture-derived milk was richer (p < 0.05) in camphene, sabinene, β-caryophyllene, and skatole than H milk. Neither milk yield nor fat content affected the majority of VOCs measured. Skatole increased slightly with milk yield, while indole and cineole decreased slightly with milk fat content but with poor regression (R(2) < 0.54). Multivariate analysis showed that, on the basis of those VOCs of metabolic origin whose concentration differed between treatment (dimethyl-sulfone, skatole, toluene, undecanoic acid, 1-octadecene, benzeneacetaldehyde, octanoic acid, and 2-pentanone-4-hydroxy-4-methyl), it was possible to obtain good discriminations among feeding systems. This study is promising for a future use of VOCs of metabolic origin to trace animal feeding systems.