—The compositions of volatile components in cordierite, tourmaline, and quartz from pegmatites of the Kuhilal deposit were studied by pyrolysis-free gas chromatography–mass spectrometry (GC–MS), IR and Raman spectroscopy, and microthermometry, and their comparative analysis was performed. Capillary GC–MS was applied to determine the component composition and relative contents (rel.%) of volatiles from different zones of crystals and fractions of cordierite. It has been established that water and carbon dioxide prevail among them. Among hydrocarbons, aliphatic, cyclic, and oxygenated ones are predominant. Heterocyclic, nitrogenated, and sulfonated compounds have also been found. In tourmaline and quartz, volatile components are present in gas–liquid inclusions; in cordierites, they are localized both in structural cavities and in nonstructural positions.