The aim of the study was to develop an approach for synthesis of polypyrrole coating material and further fabrication of solid-phase microextraction fiber by direct electropolymerization on a stainless-steel wire. Surface morphology, porosity and thermal stability were evaluated by different physico-chemical methods. Synthesized polypyrrole fiber was successfully applied for extraction of VOCs such as benzene, toluene, ethylbenzene, p-xylene, phenol and dodecane. Utilization of polypyrrole fiber for extraction of VOCs was assessed by HS-SPME coupled to gas chromatography with flame ionization detection (GC-FID). Solid-phase microextraction parameters for their simultaneous analysis were optimized using Box-Behnken design and accounted for 49.7 min for extraction time, 30 °C for extraction temperature and 17.2 min for equilibration time. In addition, the coating showed good reproducibility (RSD < 12.22%), while the values of limit of detection were in the range of 0.59–283.33 ng/mL.