Sampling and preconcentration techniques play a critical role in headspace analysis in analytical chemistry. My dissertation presents a novel sampling design, capillary microextraction of volatiles (CMV), that improves the preconcentration of volatiles and semivolatiles in a headspace with high throughput, near quantitative analysis, high recovery and unambiguous identification of compounds when coupled to mass spectrometry. The CMV devices use sol-gel polydimethylsiloxane (PDMS) coated microglass fibers as the sampling/preconcentration sorbent when these fibers are stacked into open-ended capillary tubes. The design allows for dynamic headspace sampling by connecting the device to a hand-held vacuum pump. The inexpensive device can be fitted into a thermal desorption probe for thermal desorption of the extracted volatile compounds into a gas chromatography-mass spectrometer (GC-MS). The performance of the CMV devices was compared with two other existing preconcentration techniques, solid phase microextraction (SPME) and planar solid phase microextraction (PSPME). Compared to SPME fibers, the CMV devices have an improved surface area and phase volume of 5000 times and 80 times, respectively. One (1) minute dynamic CMV air sampling resulted in similar performance as a 30 min static extraction using a SPME fiber. The PSPME devices have been fashioned to easily interface with ion mobility spectrometers (IMS) for explosives or drugs detection. The CMV devices are shown to offer dynamic sampling and can now be coupled to COTS GC-MS instruments. Several compound classes representing explosives have been analyzed with minimum breakthrough even after a 60 min. sampling time. The extracted volatile compounds were retained in the CMV devices when preserved in aluminum foils after sampling. Finally, the CMV sampling device were used for several different headspace profiling applications which involved sampling a shipping facility, six illicit drugs, seven military explosives and eighteen different bacteria strains. Successful detection of the target analytes at ng levels of the target signature volatile compounds in these applications suggests that the CMV devices can provide high throughput qualitative and quantitative analysis with high recovery and unambiguous identification of analytes.