Coccinellids (Coleoptera: Coccinellidae) are generally unable to prey on ant-tended prey. However, particular coccinellid species have morphological, behavioral, or chemical characteristics that render them immune to ant attacks, and some species are even restricted to ant-tending areas. The benefit gained from living in close association with ants can be twofold: (1) gaining access to high-density prey areas and (2) gaining enemy-free space. Here, the myrmecophily of Azya orbigera Mulsant (Coleoptera: Coccinellidae), an important predator of the green coffee scale, Coccus viridis (Green) (Hemiptera: Coccidae), is reported. In this paper, three main questions were studied. (1) Are the waxy filaments of A. orbigera larvae effective as defense against attacks of the mutualistic ant partner of C. viridis, Azteca instabilis F. Smith (Hymenoptera: Formicidae)? (2) Does A. instabilis reduce the rate at which A. orbigera larvae prey on scales? (3) Do A. orbigera larvae gain enemy-free space by living in close association with A. instabilis? Laboratory and field experiments were conducted to answer these questions. We found that, because of the sticky waxy filaments of A. orbigera larvae, A. instabilis is incapable of effectively attacking them and, therefore, the predation rate of A. orbigera on C. viridis does not decrease in the presence of ants. Furthermore, A. instabilis showed aggressive behavior toward A. orbigera’s parasitoids, and the presence of ants reduced the parasitism suffered by A. orbigera. This is the first time that this kind of indirect positive effect is reported for an ant and a coccidophagous coccinellid. Furthermore, this indirect positive effect may be key to the persistence of A. orbigera’s populations.