The ubiquity of intraguild predation (IGP) has been widely recognized for predatory coccinellids (Coleoptera: Coccinellidae). In Chinese agroecosystems, three species (Coccinella septempunctata L., Harmonia axyridis (Pallas), and Propylea japonica (Thunberg)) are particularly common, but there is little information of interactions occurring between them. In no-choice laboratory feeding trials, differential directional predation was observed between species: C. septempunctata preyed on eggs of P. japonica more than H. axyridis and H. axyridis consumed eggs of C. septempunctata and P. japonica equally, whereas P. japonica had a very low predation rate on eggs of the other two species. In choice trials, C. septempunctata and P. japonica larvae preyed less on H. axyridis eggs than those of P. japonica and C. septempunctata, respectively, contrasting with H. axyridis larvae, which showed similar preference for both species. Species-specific primers were developed for each coccinellid and used to determine the relative frequency of prey consumption in the field. Prior to field-based analysis, primer specificity was confirmed and consumption of prey elicited a positive reaction success, and detection time varied between different predator–prey combinations. Predators were then collected from cotton agroecosystems and, interestingly, no DNA of C. septempunctata was found in P. japonica, but all other predator–prey combinations yielded positive documentation of IGP in the field, with the greatest rate of 9% of C. septempunctata testing positive for H. axyridis DNA. This study confirmed the frequency of IGP among three common coccinellids in Chinese agroecosystems and the likelihood for interference to the biological control services provided by these important natural enemies.