Elephant dung coffee (Black Ivory Coffee) is a special Thai coffee produced from Arabica coffee cherries consumed by Asian elephants and collected from their feces. In this work, elephant dung coffee and controls were analyzed using static headspace gas chromatography hyphenated with mass spectrometry (SHS GC–MS), and chemometric approaches were applied for multivariate analysis and the selection of marker compounds that are characteristic of the coffee. Seventy-eight volatile compounds belonging to 13 chemical classes were tentatively identified, including 6 alcohols, 5 aldehydes, one carboxylic acid, 3 esters, 17 furans, one furanone, 13 ketones, 2 oxazoles, 4 phenolic compounds, 14 pyrazines, one pyridine, 8 pyrroles and 3 sulfur-containing compounds. Moreover, four potential discriminant markers of elephant dung coffee, including 3-methyl-1-butanol, 2-methyl-1-butanol, 2-furfurylfuran and 3-penten-2-one were established. The proposed method may be useful for elephant dung coffee authentication and quality control.