The development of reliable monitoring techniques can offer valuable sources of knowledge on the control of Thaumetopoea pityocampa (Denis and Schiffermüller) (Lepidoptera: Thaumetopoeidae). Nevertheless, there is a knowledge gap on the simultaneous large-scale monitoring of T. pityocampa male adult population by using novel trap devices. Thus, the influence of type of trap device on the capture of male adults of T. pityocampa was evaluated in four areas with pine trees in southern Europe; two in Greece (Thessaly and Attica), one in Italy (Molise), and one in Spain (Valencia). Six different novel trap devices, i.e., Prototype 1, Prototype 2, Prototype 3, Prototype 4, Prototype 5, and Prototype 6, were tested during 2015 between July and November. In general, the male adult catches lasted longer in the two sites of Greece compared with Molise and Valencia. Hence, in Thessaly, captures started in early August and remained at high levels until late September. In Attica, captures started in mid-August and lasted until early November. In contrast, for both Molise and Valencia, most of the male adults were captured in August, while male adult catches were recorded until September. From the trap devices tested, Prototype 1 was found superior than the other devices, regardless of the area, with the exception of Valencia, where there were no differences in the overall captures among Prototype 1, Prototype 5, and Prototype 6. In most of the combinations tested, there was a positive and significant correlation among captures of T. pityocampa in pairs of different trap devices, indicating that most of them gave similar population fluctuations. Our results suggest that Prototype 1 should be selected for the monitoring of T. pityocampa male adult population.