The analysis of the hydrogen stable isotope composition (δ2H) of organic compounds provides information about its geographical origin. In this work, δ2H composition of specific compounds released by direct analytical pyrolysis (Py-CSIA) of extra virgin olive oils EVOOs was studied avoiding the use of any chemical and/or physical treatments, derivatization or previous separation steps. A collection of EVOOs from Mediterranean countries (Portugal, Spain, France, Tunisia and Turkey) was used for authentication of the olive oil samples. The δ2H value for 9 pyrolysis compounds present in all EVOOs, ranged between −112 and −267 mUr. These compounds were selected as possible surrogate descriptors linked to the olive oil geographic origin. Principal Component Analysis showed that δ2H was highly correlated with geographical longitude and annual temperature. Multiple Linear Regression analysis revealed that δ2H value of pyrolysis compounds can significantly (P < 0.05) predicts longitude, mean annual temperature and distance to the sea. The results suggest that the methodology used has a high potential to assess EVOOs geographic origin. This is the first report that evaluates δ2H directly from the pyrolysis products of olive oil using Py-CSIA. The approach used represents an innovative, fast, reproducible and reliable authentication technique.