Headspace solid phase micro-extraction (SPME) is a promising technique for the characterisation and profiling of gunshot exhausts in spent cartridge casings, especially for risk assessment and forensic purposes. To date, however, no comprehensive investigation has been carried out to objectively assess the kinds of compound released during a discharge that can be recovered by this approach, the selectivity of the main commercially available fibres, and their relative performances for the analysis of gunshot exhausts and the discrimination of different ammunition types. This study aimed to fill this gap. Gunshot exhausts in spent cartridge casings from four different ammunition types were analysed by GC-MS, after extraction with four different commercial fibres; 100 μm polydimethylsiloxane (PDMS), 85 μm polyacrylate (PA), 65 μm polydimethylsiloxane/divinylbenzene (DVB), and 85 μm carboxen/polydimethylsiloxane (CAR). Results showed that, overall, a total of 120 analytes could be observed across the cartridges, but the different tested fibres also displayed distinct performances, which were, to some extent, complementary for the characterisation of gunshot exhausts. DVB, in particular, recovered the most compounds simultaneously. On the other hand, the observed variability between measurements was also high, making it a poor candidate for (semi-)quantitative applications (e.g., estimation of time since discharge and/or source profiling). In this regard, PA demonstrated the highest potential for broad use and implementation in multi-purpose methods.