Predatory mites are important biological control agents of herbivorous spider mites. Two predatory mite species were demonstrated to produce sex pheromones as early as 1970s. Many studies revealed that predatory mites could use plant volatiles to locate their herbivorous prey. Plant volatiles affect prey-searching and prey-selection behavior of predatory mites in several ways: (1) Predatory mites disperse on wind currents and probably exert little control on where they land. Thus, the chances of landing in a spider-mite colony are small. However, after landing, plant volatiles are used in making foraging decisions such as whether to stay or to take off, and where or how long to stay; (2) Once predatory mites are in a prey patch (a group of leaves infested by prey), their behavior is affected by volatile and nonvolatile chemicals. As a result the predators stay in the patch as long as prey-related semiochemicals are present; (3) Predatory mites distinguish between plant volatiles related to different prey species. Thus, distant information about prey availability initiates prey selection decisions similar to those made in the prey patch. The plant volatiles are released from undamaged, artificial damaged, prey infested, or non-prey infested plants. The attractiveness of predatory mites to volatiles from undamaged or artificially damaged plants is depending on their food specialization, which means the less phytophagous species they are feeding the less plant volatiles they are responding. Different plant species show qualitative and quantitative differences in the production of spider mite-induced volatiles, which differ in attractiveness to predatory mites. Compared with the volatile from undamaged and artificial damaged plants, the volatiles from prey-infested plants can provide more reliable information on the existence of the prey. Even cultivars of the same species may differ in production of volatiles and attractiveness, and differences in attractiveness to predatory mites have also been found when different herbivores damage the same plant cultivar. Some predatory mites are even attracted by the volatiles related to nonprey herbivores, which indicates that it is not necessary to use every level of semiochemcials. Several synthetic plant volatile compounds can attract predatory mites, but the attraction to each individual compound is lower compared to the full plant volatile blend. Several factors, such as rearing condition, starvation level, experience, and learning influence the response of predatory mites to plant volatiles. The host plant species on which predatory mites consume their prey may affect olfactory responses. Different rearing conditions on the same host plant species are important factors in determining olfactory response of the predatory mites. Nutrient composition of the diet can also cause the change in their olfactory response. The chemical composition of herbivore-induced plant volatiles may vary with plant and herbivore species and thus the predatory mites are confronted with variable information about the presence of their prey. To cope with this bewildering variety of information, predatory mites may adjust their behavioral response to any relevant odor associated with prey by learning and experience. The role of sex pheromones and plant volatiles on predatory mites is thoroughly discussed in this paper, as well as current research problems and future perspectives.