A thin film of polypyrrole/graphene oxide (PPy/GO) nanocomposite was coated on the surface of a stainless-steel fiber by electrochemical polymerization, fixed inside a needle, and used for reduced-pressure fiber-in-needle (RP-FIN) dynamic sampling of aldehydes in edible oils, followed by GC–FID determination. Heating the sample matrix is among the most used strategies to improve the extraction efficiency and reduce the extraction time. Nevertheless, heat increases the aldehyde content of the oil samples and cannot be used to improve release of the analytes from the matrix and achieve a proper extraction efficiency. Reduced-pressure condition is a promising alternative for enhancing the extraction efficiency in low-temperature condition, especially for oxygen-sensitive samples. Therefore, the sampling was performed under the reduced-pressure conditions. The influential experimental variables were evaluated. Under the optimal conditions, limits of detection were in the range of 0.1–0.8 µg L−1 and linear dynamic ranges were found to be 0.7–50,000 µg L−1. The relative standard deviations were obtained 5.9–9%. The RP-FIN-GC-FID method was successfully applied for the sampling and analysis of hexanal, heptanal, nonanal, decanal and undecanal in several edible oil real samples and the samples’ oxidative resistances were compared.