Megastigmus Sabinae (Xu et He) is an important pest of Sabina przewalskii cone in Gansu, Qinghai and Tibet in China, which seriously affects the seed production and seedling of Sabina Przewalskii. In this study, the dynamic headspace collection and gas chromatograph-mass spectrometry (GC-MS) were used to screen and identify the potentially chemical reactive substances in host localization and oviposition localization of M. Sabinae. The composition and relative contents of 5 volatiles samples from branches and cones in different states of Sabina Przewalskii were analyzed. Gas Chromatography-Electroantennagram Detection (GC-EAD) was used to test the EAD of M. Sabinae collected volatiles in each sample. Y-typed olfactometer was used to test the behavioral responses of adults of M. Sabinae to the chemical active substances. A total of 117 compounds were identified in the 5 samples. The main components in the 5 samples were similar but each sample contained unique components. Fifteen chemical active substances could trigger the EAD reaction of M. Sabinae, of which 12 chemical active substances had significant tendency behavior response. The three shared components, sabinene, myrcene and d-Limonene, could obviously attract the female adults of M. Sabinae, while α-terpineol, the unique component in the volatile of 1-year healthy cones, could attract the female adults of M. Sabinae significantly. It is hypothesized that three compounds, sabinene, myrcene and d-Limonene, may be the key active substances in the host location and α-terpineol may be the key compound to recognize the unoviposit healthy cones of Sabina Przewalskii for oviposition localization for M. Sabinae.