Direct competition for aphid prey (Hemiptera: Aphididae) was evaluated between and among several lady beetle species (Coleoptera: Coccinellidae). The behavior of three native (Coccinella trifasciata, Coleomegilla maculata, and Hippodamia convergens) and four nonnative (Coccinella septempunctata, Harmonia axyridis, Hippodamia variegata, and Propylea quatuordecimpunctata) lady beetles was observed in laboratory arenas. The beetles were kept alone, paired with conspecifics or paired with heterospecifics, and presented with potato aphids (Macrosiphum euphorbiae). Harmonia axyridis was the most successful aphid predator in our study, being able to find aphids more quickly and consume more of them compared to most other lady beetle species. It was also by far the most aggressive of the tested species. Coccinella septempunctata, C. trifasciata, and C. maculata generally followed H. axyridis in aphid consumption. Prey discovery, consumption, and aggressive behaviors were dependent on which species were present in the arena. Except for the generally superior H. axyridis, there was no obvious dominance hierarchy among the other tested species and no dichotomy between the native and non-native species. Asymmetric interactions between lady beetle species may affect their abilities to coexist in the same habitat.