Sample preparation is an inevitable step in the screening workflow for the identification of unknown pollutants in the aquatic environment. However, the possible loss of pollutants during sample preparation has aroused serious concern but remains not effectively resolved. This study shows that high-risk pollutants omitted in solid-phase extraction (SPE) can be identified via in situ thin-film microextraction (TFME) coupled with high-resolution mass spectrometry. It was observed that a total of 541 features showed higher mass spectrometry signal intensity by using in situ TFME in comparison with SPE. Subsequently, 28 compounds were identified from the features with higher intensity by comparing the recorded tandem mass spectra with the online database and validating with standards. Notably, six out of these compounds were completely omitted using SPE, including a dye, drug, and industrial product. It was confirmed that the lower extraction efficiencies of SPE were attributed to the limited sample volumes, the losses of compounds during sample transportation and storage, and the entrapment of compounds in SPE columns. This study demonstrates that in situ TFME should be used as a supplementary technique to SPE for extending the coverage of pollutants in the screening workflows.