Dialdehydes are often used as biomarkers, molecules of interest for diagnosis, medical studies, and scientific research. A well-known example is malondialdehyde, which is a biomarker of oxidative stress formed during lipid peroxidation. We used combination of derivatization with O-(1,2,3,4,5)-pentafluorobenzylhydroxylamine, headspace solid-phase microextraction and gas chromatography with flame ionization detector for the analysis of dialdehydes. This combination allows to ensure the stability of analytes by derivatization, to separate them from the matrix, to preconcentrate by solid-phase microextraction, and to perform determination of dialdehydes. All the parameters affecting sensitivity and selectivity (pH and time of derivatization, sorption time, temperature of sorption, salt addition) were studied specifically for malondialdehyde, glyoxal, and methylglyoxal. The addition of salting-out agent resulted in decrease in the signal; therefore, a possible matrix effect was tested using simulated body fluid as model solution with ion composition similar to blood plasma. Established conditions for this method for dialdehydes showed 84–102% recovery in the model solution and allowed to reach the limits of quantification 0.2–0.8 μmol/L, which is low enough for the analysis of real samples. This method has the potential to be automated and is environmentally friendly because it does not require organic solvents and single-used filters or cartridges.