Winemakers, small fruit growers, and homeowners are concerned with noxious compounds released by multicolored Asian ladybird beetles (Harmonia axyridis, Coleoptera: Coccinellidae). New method based on headspace solid phase microextraction (HS‐SPME) coupled with multidimensional gas chromatography mass spectrometry—olfactometry (MDGC‐MS‐O) system was developed for extraction, isolation and simultaneous identification of compounds responsible for the characteristic odor of live H. axyridis. Four methoxypyrazines (MPs) were identified in headspace volatiles of liveH. axyridis as those responsible for the characteristic odor: 2, 5‐dimethy1‐3‐methoxypyrazine (DMMP), 2‐isopropy1‐3‐methoxypyrazine (IPMP), 2‐sec‐buty1‐3‐methoxypyrazine (SBMP), and 2‐isobuty1‐3‐methoxypyrazine (IBMP). To the best of our knowledge this is the first report of H. axyridis releasing DMMP and the first report of this compound being a component of the H. axyridis characteristic odor. Quantification of three MPs (IPMP, SBMP and IBMP) emitted from live H. axyridis were performed using external calibration with HS‐SPME and direct injections. A linear relationship (R2>0.9958for all 3 MPs) between MS response and concentration of standard was observed over a concentration range from 0.1 ng L−1 to 0.05 μg L−1 for HS‐SPME‐GC‐MS. The method detection limits (MDL) based on multidimensional GC‐MS approach for three MPs were estimated to be between 0.020 ng L−1. to 0.022 ng L−1. This methodology is applicable forin vivo determination of odor‐causing chemicals associated with emissions of volatiles from insects.