Naïve adults and larvae of the native lady beetles Coleomegilla maculata (DeGeer), Cycloneda munda (Say), Hippodamia convergens Guérin-Méneville, Olla v-nigrum (Mulsant), and the exotic lady beetle Harmonia axyridis (Pallas) (Coleoptera: Coccinellidae) were tested for their initial response to eggs of these five lady beetle species and for egg consumption on first contact and after 3 h. Additionally, field-collected O. v-nigrum and H. axyridis adults were tested. C. maculata, H. axyridis, and O. v-nigrum adults responded similarly to all egg species on first contact. Higher numbers of C. munda adults did not eat C. maculata, H. convergens, and O. v-nigrum eggs on first contact compared with numbers that did eat C. munda and H. axyridis eggs. H. convergens adults always ate C. munda eggs but hardly ate H. axyridis eggs on first contact. Results showed that over the 3-h interval, egg predation by those predators feeding on first contact was always higher, except for adults and larvae of C. maculata, than for those that did not feed on first contact. Thus, acceptance of eggs on initial contact does impact egg survival. It is likely that eggs of all native species tested (i.e., C. maculata, C. munda, H. convergens, and O. v-nigrum), but not exotic H. axyridis eggs, are suitable food for C. maculata, H. convergens, and O. v-nigrum, whereas only C. munda eggs serve as suitable food for C. munda. In direct contrast, all egg species tested would likely serve as suitable food for the exotic H. axyridis.