We introduce an effective and flexible high vacuum interface to probe the liquid phase with photoelectron photoion coincidence (liq-PEPICO) spectroscopy at the vacuum ultraviolet (VUV) beamline of the Swiss Light Source. The interface comprises a high-temperature sheath gas-driven vaporizer, which initially produces aerosols. The particles evaporate and form a molecular beam, which is skimmed and ionized by VUV radiation. The molecular beam is characterized using ion velocity map imaging, and the vaporization parameters of the liq-PEPICO source have been optimized to improve the detection sensitivity. Time-of-flight mass spectra and photoion mass-selected threshold photoelectron spectra (ms-TPES) were recorded for an ethanolic solution of 4-propylguaiacol, vanillin, and 4-hydroxybenzaldehyde (1 g/l of each). The ground state ms-TPES band of vanillin reproduces the reference, room-temperature spectrum well. The ms-TPES for 4-propylguaiacol and 4-hydroxybenzaldehyde are reported for the first time. Vertical ionization energies obtained by equation-of-motion calculations reproduce the photoelectron spectral features. We also investigated the aldol condensation dynamics of benzaldehyde with acetone using liq-PEPICO. Our direct sampling approach, thus, enables probing reactions at ambient pressure during classical synthesis procedures and microfluidic chip devices.