Obsidian is a natural volcanic glass formed after eruptions if very rapid cooling of lava occurs. In particular conditions, the lava silicate ions cannot reach the crystalline lattice ordered formation and assume a chaotic arrangement, giving origin to obsidian flows. Obsidian has been used since the Paleolithic period to make tools because of its durability; in the Neolithic period, its trade played an important role in the Mediterranean area, and currently, obsidian is of particular interest for tracing prehistoric trading patterns. In this work, we present a semi-quantitative approach, exploiting energy-dispersive X-ray fluorescence (ED-XRF) coupled with principal component analysis. We consider geological samples from the five main collection sites of archaeological interest in the Mediterranean Basin (i.e., Pantelleria, Lipari, Palmarola, and Sardinia islands in Italy and Milos Island in Greece) and obtain a reliable classification of the fragments’ provenance, also comparing chemical fingerprints with data from the literature. Reported results show that this non-invasive semi-quantitative protocol could ease the application to archaeological samples, such as blades and splinters, permitting the classification of artifacts found in the archeological sites of the Mediterranean area even when relatively few samples are considered.