The repeated use of conventional synthetic pesticides in crop protection leads to resistance development by pests along with a negative impact on the environment, particularly non-target arthropods. Plant-derived active compounds, such as essential oils (EOs), play a key role in sustainably controlling pests. The lethal and sublethal activity of citrus peel EOs as emulsions and included in polyethylene glycol (PEG) nanoparticles (EO-NPs) was determined against the invasive tomato pest Tuta absoluta. Their effects on the plants were also assessed. The results showed an overall good insecticidal activity of the compounds tested, with a higher mortality through contact on eggs and larvae by EO emulsions and through ingestion on larvae by EO-NPs. The nanoformulation also significantly reduced the visible toxic effects on the plants. The data collected suggest that these natural compounds, especially when nanoformulated, could be successfully used in integrated pest management programs for T. absoluta.