The recently developed comprehensive TLC×GC technique using headspace sampling is presented. The main advantage of this approach, as demonstrated in lipid analysis, is the possibility to include a transesterification step of glycerides into fatty acid methyl ester derivatives (FAME) because no particular constraints in terms of operational time between TLC and GC are present. Besides being a relatively low-cost solution, TLC×GC by means of headspace sampling provides many benefits in terms of flexibility of separation conditions and modulation sampling width. The technique provides over two orders of magnitude of linear range with TLC sample loads of about 1mg with good reproducibility and accuracy, as demonstrated by multiple headspace extraction (MHE) tests. The technique is a viable alternative to the established but more expensive HPLC×GC technique. The useful range of TLC×GC in terms of analyte volatility can be further extended with a future development of devices based on thermal desorption.