Volatiles play important roles in the recruitment of arthropod natural enemies, and are widely used in foraging by the multicolored Asian lady beetle Harmonia axyridis Pallas (Coleoptera: Coccinellidae). In its native range in Asia and throughout its invaded range, H. axyridis preys upon multiple species of aphids in both natural and agricultural settings, yet little is known about the volatile cues it employs to locate prey items. In this study, we test the attractiveness of volatiles emanating from four different aphid × plant combinations to H. axyridis adults in a Y-tube olfactometer. More specifically, we exposed host plants from various plant families as such: Artemisia lavandulaefolia (Asteraceae) with Macrosiphoniella artemisiae; Gossypium hirsutum (Malvaceae) with Aphis gossypii; Triticum aestivum (Poaceae) with Sitobion avenae and Schizaphis graminum; and Vicia faba (Fabaceae) with Megoura viciae. Next, using coupled gas chromatography – electroantennogram detection (GC-EAD) and gas chromatography – mass spectrometry (GC-MS), we identified the volatile compounds from aphid × plant combinations that elicit electrophysiological activity in H. axyridis adults. Lastly, a total of five volatiles were assessed in open-field tests with barrel traps. In olfactometer assays, H. axyridis adults preferred aphid-infested plants over un-infested plants or aphids alone. In GC-EAD trials, seven electrophysiologically-active compounds were found; and in ensuing behavioral assays, ladybeetles preferred five kinds of volatiles (i.e., p-diethylbenzene, 3-ethylacetophenone, 1,2-diethylbenzene, α-pinene and butyl acrylate). In open-field tests, H. axyridis were significantly attracted to all five info-chemicals at a concentration 100 mg/ml. Our work not only sheds light upon H. axyridis chemical ecology, but equally provides important information that can facilitate the future development of integrated pest management (IPM) tactics for aphid control or volatile-based trapping and monitoring technologies for H. axyridis in its invaded range.