The linoleic acid reaction models were set at 150 °C for 120 min, and its oxidation process was monitored by nuclear magnetic resonance (NMR) and gas chromatography–mass spectrometry (GC-MS). Results showed that no furan was formed from linoleic acid without heating, while furan accumulated throughout the heating process. Linoleic acid ran out within 30 min, which indicated that furan was formed mainly from the intermediate oxidation products of linoleic acid after 30 min. It should be noticed that the content of (E,E)-2,4-decadienal reached maximum once the linoleic acid ran out and then decreased with the formation of furan. Multivariate statistical analysis suggested that (E,E)-2,4-decadienal was the most important aldehyde related to furan formation during linoleic acid oxidation. To prove this assumption, the variation of furan from (E,E)-2,4-decadienal reaction models heating at 150 °C for 60 min was also studied. Results showed that the content of furan increased with the oxidation of (E,E)-2,4-decadienal. Furthermore, NMR and GC-MS data proved that (E,E)-2,4-decadienal could be oxidized to 4,5-epoxy-(E)-2-decenal. In conclusion, our results supported (E,E)-2,4-decadienal and trans-4,5-epoxy-(E)-2-decenal as critical intermediate products of furan formation from linoleic acid oxidation.