Online multidimensional evolved gas analysis was conducted during the roasting of nuts using fast-cycling optical heating gas chromatography (OHGC) coupled to mass spectrometry with electron ionization and soft single photon ionization (OHGC-EI/SPI-MS). SPI is a semi-selective soft ionization method for organic compounds that produces mainly molecular ions, whereas EI is a hard ionization method that results in fragmentation. Ionization was either done exclusively by one of these methods or both were used alternately. Roasting of the nuts (almonds, Brazil nuts, cashews, peanuts, hazelnuts, pecans, pine nuts, and walnuts) was simulated in a thermal analysis (TA) device at a roasting temperature of 170 °C. The TA device was directly coupled to the OHGC-EI/SPI-MS for quasi-real-time analysis. Multidimensional analysis was possible with a temporal resolution of 1 min. Good chromatographic separation, constant sampling repetition rates, and constant retention times (RTs) were obtained. Peak assignment was performed using the molecular mass information obtained from SPI-MS, the characteristic fragmentation patterns from EI-MS, and the OHGC RTs. The gases that evolved during roasting of each type of nut were monitored online using the TA-OHGC-MS setup. Aldehydes, furans, and pyrazines were detected as flavor compounds. Changes in the compositions of the evolved gases during the roasting process were evaluated. The TA-OHGC-MS method could separate isobaric and isomeric compounds.