Volatile organic compounds (VOCs) from exhaled breath (EB) are considered to be promising biomarkers for lung diseases. A convenient and sensitive point-of-care (POC) testing method for EB VOCs is essential. Here, we developed a POC test paper for the analysis of EB aldehydes, which are potential biomarkers for lung cancer. A probe molecule, 4-aminothiophenol (4-ATP), was anchored on a paper substrate to specifically capture gas-phase aldehydes through the Schiff base reaction. Meanwhile, thin-film reaction acceleration was utilized to increase capture efficiency. By directly coupling the test paper to a mass spectrometer through paper spray, high sensitivity (0.1 ppt) and a wide quantification linear range (from 10 ppt to 1 ppm) were obtained. Analysis of EB from lung cancer patients with the test paper showed a significant increase in several reported aldehyde markers compared to EB from healthy volunteers, indicating the potential of this method for sensitive, low-cost, and convenient lung cancer screening and diagnosis.