Formaldehyde (HCHO) and glyoxal (CHOCHO) are important oxidization intermediates of most volatile organic compounds (VOCs), but their vertical evolution in urban areas is not well understood. Vertical profiles of HCHO, CHOCHO, and nitrogen dioxide (NO2) were retrieved from ground-based Multi-Axis Differential Optical Absorption Spectroscopy (MAX-DOAS) observations in Hefei, China. HCHO and CHOCHO vertical profiles prefer to occur at higher altitudes compared to NO2, which might be caused by the photochemistry-oxidation of longer-lived VOCs at higher altitudes. Monthly means of HCHO concentrations were higher in summer, while enhanced amounts of NO2 were mainly observed in winter. CHOCHO exhibited a hump-like seasonal variation, with higher monthly-averaged values not only occurred in warm months (July-August) but also in cold months (November-December). Peak values mainly occurred during noon for HCHO but emerged in the morning for CHOCHO and NO2, suggesting that HCHO is stronger link to photochemistry than CHOCHO. We further use the glyoxal to formaldehyde ratio (GFR) to investigate the VOC sources at different altitudes. The lowest GFR value is almost found in the altitude from 0.2 to 0.4 km, and then rises rapidly as the altitude increases. The GFR results indicate that the largest contributor of the precursor VOC is biogenic VOCs at lower altitudes, while at higher altitudes is anthropogenic VOCs. Our findings provide a lot more insight into VOC sources at vertical direction, but more verification is recommended to be done in the future.