A spirit was produced from cheese whey continuous fermentation by Kluyveromyces marxianus, and the volatile compounds present in this alcoholic drink were identified. Fermentation was performed in a 1000 L reactor at 30 ºC, with initial lactose concentration and hydraulic residence time of 50 g/L and 5 h (dilution rate 0.2 h-1), respectively. The raw spirit (35.4% v/v ethanol) was obtained by distilling the fermentation broth in a pot still. Volatile compounds were quantified by gas chromatography, either by direct injection (with flame ionization detector) or after dichloromethane extraction (coupled with mass spectrometry). Higher alcohols were quantitatively the most abundant group of volatile compounds in this drink, with isoamyl alcohol, isobutanol, and 1-propanol being the most abundant (886.6 mg/L, 542.1 mg/L and 266 mg/L, respectively). Among the total esters, ethyl acetate showed the highest concentration (138.2 mg/L). Other components, such as the terpenes linalool, α-terpineol and geraniol were also identified. Considering that the quality of an alcoholic drink can be evaluated by the ratio between isoamyl alcohol/2-methyl-1-propanol and 2-methyl-1-propanol/1-propanol, which have to be higher than unity, it can be concluded that a novel spirit of acceptable organoleptic character could be produced by whey fermentation with K. marxianus