To assess whether SARS-CoV-2 infection induces changes in the urinary volatilomic fingerprint suitable for non-invasive COVID-19 diagnosis and management, urine samples from SARS-CoV-2 infected patients (62), recovered COVID-19 patients (30), and non-infected individuals (41), were analysed using solid-phase microextraction technique in headspace mode, combined with gas chromatography hyphenated with mass spectrometry (HS-SPME/GC-MS). A total of 101 volatile organic metabolites (VOMs) from 13 chemical families were characterized, with terpenes, phenolic compounds, norisoprenoids, and ketones being the most represented groups. Overall, the levels of terpenes and phenolic compounds decreased in the control group, whereas those of norisoprenoids and ketones increased significantly. In turn, a remarkable increase was noticed in norisoprenoids and ketones and a milder increase in alcohols, furanic, and sulfur compounds in the recovery group than in the COVID group. Multivariate statistical analysis identified sets of VOMs that could constitute the signatures of COVID-19 development and progression. These signatures are composed of D-carvone, 3-methoxy-5-(trifluoromethyl)aniline (MTA), 1,1,6-trimethyl-dihydronaphthalene (TDN), 2-heptanone, and 2,5,5,8a-tetramethyl-1,2,3,5,6,7,8,8-octahydro-1-naphthalenyl ester acetate (TONEA) for COVID-19 infection and nonanoic acid, α-terpinene, β-damascenone, α-isophorone, and trans-furan linalool for patients recovering from the disease. The study reported in the current article provides evidence that changes in the urinary volatilomic profile triggered by SARS-CoV-2 infection constitute a promising and valuable screening and/or diagnostic and management tool for COVID-19 in clinical environment.