Unsaturated fatty aldehydes are the main products of fatty acid oxidation, and could be further oxidized to form volatile compounds with shorter carbon chains. Therefore, studying the oxidation of unsaturated fatty aldehydes is an important way to reveal the mechanism of food flavor formation during heating. In this study, volatile profiling of (E)-2-decenal during heating was firstly investigated by using thermal-desorption cryo-trapping combined with gas chromatography-mass spectrometry (GC-MS). A total of 38 volatile compounds were detected. Then, twenty-one reactions in the heating process of (E)-2-decenal were obtained by using density functional theory (DFT) calculations, and grouped into three oxidation pathways, namely, peroxide pathway, peroxyl radical pathway and alkoxy radical pathway. Meanwhile, the priority of these three pathways was the alkoxy radical reaction pathway > peroxide pathway > peroxyl radical reaction pathway. Moreover, the calculated results agreed well with the experimental results.