Chemical cues involved in both host location and oviposition by Harmonia axyridis Pallas (Coleoptera: Coccinellidae) were investigated in laboratory and field experiments. Among the five volatiles tested in a four-arm olfactometer ((E)-β-farnesene, β-pinene, β-caryophyllene, cis-3-hexen-1-ol, and limonene), gravid H. axyridis females were significantly attracted to limonene and β-caryophyllene. These two chemicals also increased H. axyridis oviposition on plants. Attraction of H. axyridis towards limonene was further tested under field conditions using controlled-release dispensers. (E)-β-farnesene, a major aphid alarm pheromone and a potential predator kaironome, was also tested in this study. Field data confirmed those from laboratory studies concerning the attraction of H. axyridis towards limonene and a lack of response to (E)-β-farnesene. In contrast, the aphid predator Episyrphus balteatus DeGeer (Diptera: Syrphidae) was attracted to (E)-β-farnesene but not to limonene. These findings indicate that H. axyridis uses chemicals, such as limonene, for prey location and oviposition, and support the potential use of volatiles in the management of H. axyridis.