In this paper, we have investigated the sensing properties of magnesium - 5,10,15,20 - tetraphenyl - porphyrin (MgTPP) to various volatile organic compounds (VOCs). The spin-coated MgTPP thin films were subjected to thermal annealing and methanol-vapor exposure to study the effects of pre-treatment on the sensing properties. Atomic force microscopy (AFM) has shown that both pre-treatment techniques have induced re-crystallization of the film, thereby improving the sensitivity over the as-deposited film. The thermally annealed films were found more effective than the methanol-vapor treated ones. The in-house optical sensor setup was applied to discriminate various VOCs and alcoholic beverages. Principal component analysis (PCA) confirms that the thermally annealed MgTPP thin film can distinguish several kinds of VOCs. Computational density functional theory (DFT) indicates that the interaction energy between analyte and sensing molecules can be used to explain comparative sensitivity.