The short chain alkyl aldehydes, especially hexanal and heptanal, in urine are considered as potential biomarkers of several diseases and their determination in biological fluids has gained a great attention in recent years. Magnetic iron oxide core-shell silica (Fe3O4/SiO2) nanoparticles was synthesized and embedded in polypyrrole (PPy) during the in-situ electropolymerization on the surface of a stainless-steel wire. The Fe3O4/SiO2/PPy coated steel wire was used as a novel and effective solid-phase microextraction (SPME) fibre. It was employed for the extraction and preconcentration of hexanal and heptanal through direct-immersion (DI-) and headspace (HS-) SPME sampling strategies, followed by GC-FID quantification. The prepared nanocomposite fiber was characterized by scanning electron microscopy (SEM) and Fourier transform infrared spectroscopy (FT-IR). All influential variables on the extraction efficiency of the DI- and HS-SPME sampling modes were studied and optimized. The calibration curves showed acceptable linearity (R2 > 0.99) over the range of 0.01–10 μg mL−1 for the DI-SPME-GC-FID and 0.01–15 μgmL-1 for HS-SPME-GC-GID methods. The limit of detections (LODs) corresponding to the analytes amounts for which signal-to-noise ratios were equal to 3, estimated to be 0.1 and 0.5 ng mL-1, for hexanal and heptanal using HS-SPME-GC-FID, respectively. The LODs for DI-SPME-GC-FID method were 0.1 and 1.0 for hexanal and heptanal. For six replicated analyses of 0.5 μg mL-1 of the analytes, the relative standard deviations (RSDs) were calculated 6.5–6.6% and 5.1–5.3%, for DI-SPME and HS-SPME, respectively. The two developed methods were successfully applied for analysis of hexanal and heptanal in urine samples without derivatization step. The HS-SPME-GC-FID sampling/determination strategy showed better analytical figures of merit and longer lifetime for the prepared nanocomposite fiber.