The pine processionary moth (PPM), namely Thaumetopoea pityocampa or T. wilkinsoni, feeds on pine needles, causing defoliation and promoting tree decline. The production and emission of volatile organic compounds is one of the most effective plant defense mechanisms against herbivory. The present work reviewed available reports on the influence of plant volatiles on PPM behavior. Eighteen volatiles were reported to be detected by the PPM, to inhibit feeding and oviposition, or to reduce attraction to pheromones. High biological activities were reported for limonene or β-pinene enantiomers. Infested pines showed increased production of bornyl acetate, β-pinene and caryophyllene oxide. Uncovering the volatile cues that influence parasitic PPM behavior provides an important contribute to the establishment of safer pest management practices to control this pine pest.