Exhaled breath analysis holds promise as a non-invasive approach for disease diagnosis. Aldehydes represent a class of volatile organic compounds with diagnostic potential as breath biomarkers for cancers and other conditions. However, aldehydes exist at low concentrations in breath and have stability challenges. This review summarizes recent studies on breath aldehyde analysis, focusing on sample collection methodology, analytical techniques implemented, and key findings regarding aldehyde alterations in disease. Breath collection methods examined include commercial bags, end-tidal sampling devices, condensates, and direct analysis. Analytical techniques evaluated gas chromatography, mass spectrometry, and microextraction approaches. Emerging microextraction and sensing technologies are advancing real-time, non-invasive aldehyde detection. Overall, breath aldehyde biomarkers offer immense potential for diagnosis and screening, but continued research is needed to address current limitations. This review provides insights to guide future efforts focused on exhaled aldehyde analysis and disease detection.