A multi-step anodization and leaching process was employed to produce three-dimensional nanometer scale structured alumina plates, used to adsorb volatile organic compounds (VOCs) dissolved in liquids and present in a gas phase. Nanostructured porous anodic alumina (PAA) plates were observed by means of atomic force microscopy (AFM) and scanning electron microscopy (SEM). After exposure to VOCs, PAA was analysed by gaschromatography–mass spectrometry after cryo-desorption through a thermal desorption unit. A direct comparison between PAA and other VOC adsorbing/sorpting systems, such as solid phase microextraction (SPME) and stir bar sorptive extraction (SBSE), was performed. PAA proved to be a suitable and inexpensive material for the adsorption of VOCs with adsorbing properties comparable to the more expensive SPME and SBSE.