This paper is devoted to the study of a discrepancy-type characteristic -- the fixed volume discrepancy -- of the Korobov point sets in the unit cube. It was observed recently that this new characteristic allows us to obtain optimal rate of dispersion from numerical integration results. This observation motivates us to thoroughly study this new version of discrepancy, which seems to be interesting by itself. This paper extends recent results by V. Temlyakov and M. Ullrich on the fixed volume discrepancy of the Fibonacci point sets.