In this study, new method was investigated using solid phase microextraction (SPME) for detection of insect infestation in stored wheat. The results show that volatile pheromones isolated from a number of common stored grain insects, can be used to indicate infestation. The amounts of pheromone released varied between species. Rhyzopertha dominica (F.) was the highest volatile pheromone producer among the species investigated, then it was followed by Tribolium castaneum (Herbst), Cryptolestes ferrugineus (Stephens) and Cryptolestes pusillus (Schönherr), respectively. This resulted in different sensitivity when SPME was used for detection. A single specimen of T. castaneum and R. dominica could be successfully detected in 1 kg of wheat, whereas more number of C. ferrugineus and C. pusillus beetles were required for detection in the same quantity of grain.Extraction period and temperature affected the sensitivity of the SPME method. Longer exposure time and higher temperature allowed more analytes to be collected. Consequently, extraction for 4 h at 50 °C appeared to be the optimum condition for extracting pheromones produced by the beetles covered by this study. The method was further adjusted to be more practical and this resulted in changing the sensitivity. Detection of a single R. dominica could still be successfully achieved, even though the time and the temperature were reduced, whereas for the remaining species, the minimum number of insects required had to be increased by about 40–60% in order to detect volatile pheromone in headspace. In conclusion, the SPME technique in detection of infestation is still required further development to be applied to the grain industry. Dynamic headspace may help improve the sensitivity of technique.