The effect of odor signals on the locomotor activity of Cycloneda sanguinea and Harmonia axyridis was evaluated using two different actometric devices. The purpose of the analysis was to differentiate between the responses elicited by direct contact with the substrates and the responses that occurred if the coccinellids were exposed only to volatiles and had no direct substrate contact. The odor profile of the environmental volatiles (semiochemicals) in the bioassays was analyzed using an electronic nose (Modular Sensor System Moses II). The treatments used included volatiles emitted by pepper leaves (healthy or infested with Myzus persicae), M. persicae molts and honeydew, and healthy leaves treated with an artificial inducer of the systemic acquired response to herbivory (AISAR). The results suggest that a specific stimulus linked to aphid-host interaction would trigger a distinctive locomotor activity pattern in H. axyridis, with or without any contact with the aphids or the host plant. In contrast, C. sanguinea was not able to differentiate between volatiles from infested or uninfected pepper leaves or to distinguish these volatiles from clean filter paper (control). If C. sanguinea was in contact with aphid-infested pepper leaves (regardless of the previous prey density), it moved slowly and scanned the area exhaustively; H. axyridis showed significantly reduced locomotor activity when it was in contact with aphid-infested pepper leaves or aphid molts and honeydew, all reliable signals of the presence of a food source. In both species, treatment with Actigard (AISAR: Acibenzolar-S-methyl) failed to evoke the behavioral response observed in the treatment with aphid-infested pepper plants. The study also demonstrated that the E-nose can differentiate among blends of volatiles released from cut healthy or aphid-infested pepper leaves