Several families of parasitic Hymenoptera have evolved traits that allow them to exploit cockroach oothecae. Cockroaches may bury and conceal their oothecae to prevent parasitoid attack. However, these protective measures require additional investment by females. We hypothesized that gravid cockroaches would reduce parental care in the absence of oothecal parasitoids and increase care when parasitoids were detected. Behavior bioassays consisted of glass jars containing a gravid American cockroach, Periplaneta americana (L.) (Blattodea: Blattidae), expanded polystyrene (EPS), and a dog food pellet. A fruit fly (Drosophila melanogaster Meigen) (Diptera: Drosophilidae) or parasitoid Aprostocetus hagenowii (Ratzburg) (Hymenoptera: Eulophidae) was added for the fly and parasitoid treatments, respectively. There was no significant difference among treatments in the proportion of oothecae buried or in mean cover of oothecae with EPS particles. Cover had no effect on parasitism success or failure. Electroantennogram (EAG) assays using P. americana antennae were also conducted. The EAG responses to dead parasitoid stimuli (0.111–0.124 mV) were significantly (p < 0.05) greater than the negative control, but responses to living parasitoid stimuli (0.075–0.089 mV) were nonsignificant. These findings suggest that burial and concealment of oothecae is a general defensive behavior employed regardless of the presence or absence of a natural enemy. The results also indicate that gravid P. americana are unable to detect, and therefore, differentiate A. hagenowii from other insects and that A. hagenowii can successfully locate and parasitize oothecae completely concealed with EPS particles.