Tetranychus utricae Koch (the two-spotted spider mite, TSSM) is a major pest of sugar beet plants (Beta vulgaris L.), which quickly develops resistance to miticides. Volatile organic compounds (VOCs) have the potential of providing an environmentally friendly alternative to currently used insecticides. The main goal of this study was to evaluate the changes in the qualitative and quantitative composition of the VOCs released by sugar beet plants under drought conditions, TSSM infestation, or subjected to combined types of stress. Volatiles were collected over a 2 h period on days 2, 3 and 6 following TSSM feeding and/or drought and, following elution, were analyzed by gas chromatography with mass spectrometric detection. In particular, plants that were subjected to combined abiotic and biotic stress resulted in even higher levels of VOCs being released than from plants subjected to a single stress. Ten key volatiles were identified, namely: (Z)-3-hexenal, (Z)-3-hexen-1-ol, (E)-2-hexen-1-ol, (Z)-3-hexen-1-yl acetate, (Z)-ocimene, linalool, β-pinene, (E)-β-farnesene, β-caryophyllene and benzyl acetate. Of these 10, three were emitted with significantly higher quantities than the other seven: β-pinene, β-caryophyllene and benzyl acetate. This suggests that these three volatiles are potentially the most useful as natural alternatives to synthetic miticides to protect sugar beet crops from TSSM. Further research is needed to assess this hypothesis and to determine their activity against the mites.