Distributions of volatiles and fatty acids from thermally oxidized free fatty acids (FFA) at $93^{circ}C$ for 200 min were analyzed and results were statistically compared using principal component analysis (PCA) and multiple factor analysis (MFA). Mixtures of FFA were composed of linoleic (57.54%), oleic (29.99%), linolenic (5.10%), palmitic (2.95%), stearic (0.26%), and arachadic (1.68%) acids. As thermal oxidation increased for 200 min, peak areas of total volatiles increased from 0.497 to 1.619 ($1{ imes}10^7$ ion counts), the ratio of unsaturated to saturated fatty acids decreased from 21.65 to 17.65, 3 kinds of pattern changes of fatty acids, and 5 types of pattern changes of volatiles were observed. First principal component (PC1) and second principal component (PC2) expressed 77.34 and 10.02% of the data variability for the fatty acids during oxidation, respectively and 73.09 and 15.66% for the headspace volatiles, respectively. PCA and MFA analyses on fatty acids and volatiles showed that 2-heptenal had the highest correlation with the changes of linoleic acid compared to other volatiles under current oxidation conditions.