New control methods are necessary for stored grain pest management programs due to both the widespread problems of insecticide-resistance populations and the increasing concerns of consumers regarding pesticide residues in food products. Thus, this study evaluated the bioactivity of extracts and fractions obtained from different structures (leaves, branches, and seeds) of Annona mucosa (Annonaceae) against Sitophilus zeamais (Coleoptera: Curculionidae), which is a primary insect pest of stored cereals in tropical conditions. In the screening assay, the most promising treatments were extracts prepared from the seeds of Annona mucosa in hexane and dichloromethane (LC90 values of 259.31 and 425.15 mg kg−1, respectively) and, to a lesser extent, an extract prepared from the leaves in hexane (LC90 of 1047.15 mg kg−1). Based on these results and the chromatographic profile of the bioactive crude extracts, the extract prepared from the seeds in hexane was fractionated by liquid–liquid partitioning. The dichloromethane and hydroalcoholic fractions exhibited insecticidal activity against S. zeamais, and no significant difference was observed between these two fractions. The chemical analyses (1H NMR, HPLC, and TLC) showed the presence of alkaloids and acetogenins in the bioactive fractions, which are likely related to the observed bioactivity. Thus, A. mucosa, particularly its seeds, is a promising source of compounds that can be used as a prototype model and/or a biorational insecticide for the control of S. zeamais in stored cereals.