In Brazil, the sugarcane billbug Sphenophorus levis (Coleoptera: Curculionidae) bores sugarcane rhizomes in its larval stage, causing high losses to the crop. Entomopathogenic nematodes (EPNs) of the genera Heterorhabditis and Steinernema (Nematoda: Rhabditidae) could be applied in the sugarcane fields to control the larvae and pupae of S. levis inside rhizomes. However, it is not clear whether this insect leaves an opening in the rhizome that would allow EPNs to enter and reach the insects in their immature stages. In addition, there is still no record of the natural occurrence of EPNs in the immature stages of S. levis or on the losses this insect can cause to sugarcane crops. This work aimed to investigate aspects of S. levis behavior on sugarcane plants and to determine the cane damage and crop loss percentage it causes through observations and regular evaluations of plants in the field; as well as to assess the natural occurrence of EPNs in the insect population found inside the cane rhizomes. For every 1% increase in its damage to the rhizomes, S. levis caused a 1% loss in the cane crop due to reductions of 0.318% in the weight of the stems and of 0.68% in the number of shoots generated by the rhizomes. The insect leaves openings that link the tunnels inside the root to the outside; these openings are made by adults during oviposition or by last-instar larva to allow the adults to exit. Almost 90% of the openings were made below the ground, allowing EPNs to enter the tunnels to reach the insect life stages inside the root. Steinernema carpocapsae was found to cause natural infection in S. levis inside the root, providing up to 60% pupal mortality. This information may help to establish the level of economic damage caused by S. levis and highlights EPNs as a potential alternative for S. levis control; their application just after cane harvesting is suggested in order to reduce the S. levis population in the next plant generation.