The role of two volatile sesquiterpenes, (E)-beta-farnesene and (-)-beta-caryophyllene, in the chemical ecology of the multicolored Asian lady beetle, Harmonia axyridis Pallas, was investigated by using both electrophysiological and behavioral techniques. (E)-beta-Farnesene is the major component of the alarm pheromone of most aphid species, which are preyed on by H. axyridis. (-)-beta-Caryophyllene was previously isolated from the headspace volatiles above overwintering and aggregated H. axyridis females. These sesquiterpenes elicited significant electroantennogram (EAG) activity from both H. axyridis male and female antennae. In a four-arm olfactometer, male and female H. axyridis were highly attracted toward (E)-beta-farnesene, whereas only males were attracted to (-)-beta-caryophyllene. In a bioassay technique that used a passively ventilated plastic box, both male and female H. axyridis aggregated in the (-)-beta-caryophyllene-treated side of the box. These results support the potential usefulness of (E)-beta-farnesene and (-)-beta-caryophyllene in push-pull strategies that use H. axyridis as a biological control agent in aphid-infested sites or to control this new urban pest in residential structures.