To characterize the chemical differences of volatile components between crude and processed Baizhu Shaoyao San (BSS), a classical Chinese herbal formula that is widely applied in the treatment of gastrointestinal diseases, we developed a GC–MS-based needle trap device combined with multivariate data analysis to globally profile volatile components and rapidly identify differentiating chemical markers. Using a triple-bed needle packed with Carbopack X, DVB, and Carboxen 1000 sorbents, we identified 121 and 123 compounds respectively in crude and processed BSS. According to the results of principal component analysis and orthogonal partial least squares-discriminant analysis, crude and processed BSS were successfully distinguished into two groups with good fitting and predicting parameters. Furthermore, 21 compounds were identified and adopted as potential markers that could be employed to quickly differentiate these two types of samples using S-PLOT and variable importance in projection analyses. The established method can be applied to explain the chemical transformation of Chinese medicine processing in BSS and further control the quality and understand the processing mechanism of Chinese herbal formulae. Besides, the triple-bed needle selected and optimized in this study can provide a valuable reference for other plant researches with similar components. Furthermore, the systematic research on compounds identification and markers discrimination of the complex components in crude and processed BSS could work as an example for other similar studies, such as composition changes in one plant during different growth periods, botanical characters of different medicinal parts in same kind of medicinal herbs, and quality identification of one species of medicinal herb from different regions.