Insect natural enemies are important agents for controlling pests in classical biological control programs. Semiochemicals are necessary signals used by natural enemies in long distance location of the host′s or prey′s habitat and in short range location of hosts or prey in their micro-habitat. This paper presents the origin, classification and function of semiochemicals which can attract insect natural enemies. Similarities and differences in chemical signals and their background volatiles as well as behavioral responses of natural enemies to semiochemicals and specificities of the chemical signals are also introduced. The paper discusses the application of semiochemicals in biological control programs and their future prospect in this field. Furthermore, chemical communication among species at different trophic levels has important implications for future studies on coevolution between different species.