A method for direct distillation of milk was developed using a high-vacuum distillation unit: solvent-assisted flavour evaporation unit (SAFE unit). Distillation of flavour compounds was carried out at low temperature, reducing the risk of artefact formation during the distillation process. After distillation, volatiles were extracted into dichloromethane and concentrated before separation on a gas chromatograph coupled with mass spectrometer detection (GCMS). Reproducibility of the SAFE method was determined by analysing the volatiles in 6 milk samples from 3 different cartons of milk. For 20 out of 27 volatile compounds, coefficients of variation below 40% were found. The method proved applicable to measure accumulation of volatile oxidation products in raw milk with 25 μm copper(II)sulfate added, and stored in the dark for 3 days at 4 °C. A simpler solid phase microextraction (SPME) method was used for the same milk, and oxidation products could only be identified after 3 days of storage at 4 °C. The SPME method can be used to describe the ongoing oxidation and the oxidative capacity of milk. Because of the high sensitivity of the SAFE method it was possible to identify compounds present in low concentrations, meaning that compounds with low-flavour thresholds and potentially high impact on the flavour may be identified.