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Background The ongoing coronavirus disease 2019 (COVID-19) pandemic has claimed over two and a half million lives worldwide so far. Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) infection is perceived to be seasonally recurrent, and a rapid noninvasive biomarker to accurately diagnose patients early on in their disease course will be necessary to meet the operational demands for COVID-19 control in the coming years. Objective The aim of this study was to evaluate the role of exhaled breath volatile biomarkers in identifying patients with suspected or confirmed COVID-19 infection, based on their underlying PCR status and clinical probability. Methods A prospective, real-world, observational study was carried out, recruiting adult patients with suspected or confirmed COVID-19 infection. Breath samples were collected using a standard breath collection bag, modified with appropriate filters to comply with local infection control recommendations, and samples were analysed using gas chromatography–mass spectrometry (TD-GC-MS). Results 81 patients were recruited between April 29 and July 10, 2020, of whom 52 out of 81 (64%) tested positive for COVID-19 by reverse transcription–polymerase chain reaction (RT-PCR). A regression analysis identified a set of seven exhaled breath features (benzaldehyde, 1-propanol, 3,6-methylundecane, camphene, beta-cubebene, iodobenzene and an unidentified compound) that separated PCR-positive patients with an area under the curve (AUC): 0.836, sensitivity: 68%, specificity: 85%. Conclusions GC-MS-detected exhaled breath biomarkers were able to identify PCR-positive COVID-19 patients. External replication of these compounds is warranted to validate these results.