Studying the impacts of global change, which comprises largely climate and landscape changes, on agricultural pests is crucial for developing sustainable pest management. This research is focused on understanding the factors associated with population dynamics of cereal aphids and armyworms feeding on wheat in Henan province in China from 1987 to 2010. Association between changes in climate (temperature, precipitation, and relative humidity) and agricultural characteristics (wheat proportion, crop diversity, fertilizer input, and wheat yield per unit area) and damage from cereal aphids and armyworms were examined. Cereal aphid damage has been rising, while armyworm damage had no obvious trends, but with strong year-to-year fluctuations. The analysis indicates that the factors most strongly associated with the population dynamics of cereal aphids are fertilizer input and mean temperature in February, while the population dynamics of armyworms is significantly related to precipitation in May. By comparing the characteristics of these two agricultural pests, we identify possible reasons for the disparity between their associated factors, which are related to the differences in their foraging behaviour, host range, migration capacity, and life history. These results may contribute to developing ecologically based pest management for cereal aphids and armyworms under global change.