The family Asteraceae comprises many species that have medicinal importance in terms of their chemical components. Some species of the genus Lactuca have been used in folk medicine for a long time ago. One of them is L. serriola L., a wild plant that is a weed in agriculture. To date, few studies have been published on its chemical profile. In this research, we investigated the volatile compounds and fatty acids of L. serriola roots, leaves, and seeds. To this end, a microsteam distillation-solid phase microextraction technique (MSD-SPME) followed by a gas chromatography-mass spectrometry analysis was performed. Aldehydes and terpenoids were predominantly present in the leaves with phenylacetaldehyde as the major compound (up to 18%) while 2-ethyl hexanol (up to 36.9%) was the most abundant substance in the roots. Among the fatty acids, nonadecanoic acid (38.3%) was the main one detected in the leaves, while linoleic acid (57.7%) was predominant in the seeds. Some of the detected constituents have already demonstrated importance in medicinal and industrial areas. As a result, this species could be further investigated for its biological features and be considered as a source of ingredients beneficial in different fields, including pharmaceuticals.