Volatile organic compounds (VOCs) produced by antagonistic microorganisms have the potential for controlling postharvest diseases on fruit and vegetables. In this study, the biocontrol efficacy of VOCs emitted by Pseudomonas fluorescens ZX was determined in vitro and in vivo against gray mold, caused by Botrytis cinerea, on grapes. In vitro, application of VOCs produced by bacterial suspension of P. fluorescens ZX at initial inoculum concentration of 1 × 109 colony-forming units (CFU)/mL inhibited B. cinerea mycelial growth from 52 to 23 mm and spore germination from 88.56 to 39.67%. In vivo tests indicated that, for grapes, disease incidence and disease index were markedly reduced by VOCs from P. fluorescens ZX incubated on NA plates, in NB, and on healthy grapes. Pre-fumigation with VOCs could inhibit development of gray mold on grapes. Furthermore, P. fluorescens ZX-producing VOCs exhibited favorable effects on postharvest natural decay of grapes. In vitro testing of selected pure chemicals demonstrated that dimethyl trisulfide (20 μL/L), dimethyl disulfide (40 μL/L), geranyl formate (640 μL/L), acetic acid (160 μL/L), butyric acid (320 μL/L), 2-methylbutyric acid (160 μL/L), isobutyric acid (160 μL/L) and isovaleric acid (320 μL/L) could completely inhibit mycelial growth of B. cinerea on PDA plates. These eight substances also exerted a strong inhibitory effect on gray mold on grapes. Additionally, SEM analysis showed that VOCs could affect the morphological and structural characteristics of B. cinerea both in vitro and in vivo. Collectively, VOCs produced by P. fluorescens ZX are promising for biocontrol of gray mold on grapes through fumigant action.