In this study, we aimed to compare fatty acid and volatile compound compositions of four rosehip species, namely Rosa pimpinellifolia, R. Villosa, R. Canina, and R. Dumalis, by gas chromatography with flame ionization detector (GC/FID) and headspace and immersion solid-phase microextraction gas chromatography-mass spectrometry (HS-SPME/GC-MS and Im-SPME/GC-MS) techniques. The total lipid contents in fruits of the rosehip species varied from 5.83% (R. Villosa) to 7.84% (R. Dumalis). A total of 21 fatty acids were detected and quantified. In all species, except R. Canina, polyunsaturated fatty acids (PUFAs) predominated over saturated fatty acids (SFAs) and monounsaturated fatty acids (MUFAs). Palmitic acid is the major SFA in R. Villosa (5.50%), R. Canina (8.27%), and R. Dumalis (7.46%). Oleic acid is the most abundant MUFA, and linoleic and α-linolenic acids are the most abundant PUFAs. Sixty-two volatile compounds were detected by the HS-SPME/GC-MS technique, and 54 volatile compounds were determined by the Im-SPME/GC-MS technique. Fifty-three volatile components of rosehips have been detected for the first time in this study. While 19 acids, 9 aldehydes, 6 ketones, 18 alcohols, 5 esters, 2 terpenes, and 2 phenols were identified by HS-SPME/GC-MS, 20 acids, 5 aldehydes, 8 ketones, 13 alcohols, 5 esters, 1 terpene, and 2 phenols were identified by Im-SPME/GC-MS. The HS-SPME/GC-MS technique allowed identification of a larger number of volatile compounds and thus is more efficient than the Im-SPME/GC-MS technique.