Phytohormones and fatty acids (FAs) play important roles in plant resistance to insects and pathogens. In this study, we investigated the similarities and differences in the accumulations of phytohormones and FAs in the resistant wheat (Triticum aestivum L.) ‘Molly’ and the nonhost rice (Oryza sativa L.) ‘Niponbare’ in responses to Hessian fly, Mayetiola destructor (Say) (Diptera: Cecidomyiidae), larval attacks. Using chemical ionization-gas-chromatography/mass spectrometry, we analyzed the concentrations of 13 phytohomones and FAs at the attack site of wheat and rice plants at 1, 6, 24, or 48 h after the initial attack. Hessian fly attack resulted in increases of salicylic acid (SA), 12-oxo-phytodienoic acid (OPDA), palmitic acid (FA16:0), but a decrease of abscisic acid in both wheat and rice plants. In addition, the accumulation of jasmonic acid (JA) increased, whereas the accumulation of cinnamic acid (CA) decreased in wheat plants, but no changes were observed in the accumulation of JA, and the accumulation of CA increased in rice plants after Hessian fly attack. However, the accumulations of benzoic acid, strearic acid (FA18:0), and oleic acid (FA18:1) increased in rice plants, but no changes were observed in wheat plants after Hessian fly attack. Hessian fly-induced changes were more rapid in wheat plants in comparison with those in rice plants. Our study suggests that SA and OPDA may be involved in resistance of wheat and rice plants to Hessian fly and that the R gene-mediated resistance responses are more rapid than nonhost resistance responses.