Cryptolaemus montrouzieri (Mulsant) (Coleoptera: Coccinellidae) is a predatory insect widely commercialized for the augmentative biological control of mealybugs (Hemiptera: Pseudococcidae). Though visual factors that guide this predator to its prey have been reported, the chemical cues that they may also use have not been well studied. In this study, the response of C. montrouzieri to synthetic sex pheromone of two mealybug species, Pseudococcus calceolariae (Maskell) (Hemiptera: Pseudococcidae) and Pseudococcus viburni (Signoret) (Hemiptera: Pseudococcidae), were assessed through Y-tube olfactometer and characterization of searching behavior with a video-tracking system. In the olfactometer, both C. montrouzieri males and females showed a significant response to the pheromones of both mealybug species separately. The searching behavior differs depending on the pheromone species, with a shorter total distance, reduction of mean velocity and higher meander with the pheromone stimulus of P. calceolariae when compared to P. viburni. Therefore, it is shown that this predator responds to the pheromone stimuli of its prey, and can do it in a species-specific way. These results can have a practical application through the use of pest pheromones to attract predators to a crop as part of an integrated pest management program.