The blood oranges accumulate anthocyanins in their peel and pulp, which give them their characteristic red colour. To investigate whether there is a specific volatile compounds profile for blood oranges, we compared the volatile composition of the blood varieties ‘Moro’, ‘Tarocco Rosso’ and ‘Sanguinelli’ to that of the blond ones ‘Cadenera’, ‘Salustina’ and ‘Hamlim’ using a non-targeted approach based on HS–SPME–GC–MS. Moreover, fruits from each blood orange variety were divided into slightly and intensely pigmented fruits, and individual sugars and anthocyanins were determined by liquid chromatography to investigate whether their profiles depend on the degree of pulp pigmentation. A total of 101 volatile compounds were identified in this study. Hierarchical Cluster Analysis, including all compounds, revealed that blood oranges have no unique volatiles profile that makes them more similar to one another than to the blond varieties. For blood orange varieties, our results corroborated that greater anthocyanin accumulation in the most intensely pigmented fruit is associated with higher sugar content (an increase of 0.8–2.3 % depending on the variety). Moreover, we reported for the first time that anthocyanin accumulation is also associated with changes in the volatiles profile. A Multifactor Analysis including data on volatiles, sugars and anthocyanin showed that sucrose is the sugar more strongly linked to anthocyanin accumulation. A group of volatile compounds, mainly esters (ethyl acetate, ethyl-2-methyl butanoate and ethyl-2-butenoate) along with ethanol, are present at increased levels, sometimes even doubling in the most intensely pigmented samples compared to the slightly pigmented ones. These results open the door to further investigate the possible metabolic link between sugars and anthocyanins accumulation and changes in volatile compounds.