Insects are highly dependent on odor cues released into the environment to locate conspecifics or food sources. This mechanism is particularly important for insect predators that rely on kairomones released by their prey to detect them. In the context of climate change and, more specifically, modifications in the gas composition of the atmosphere, chemical communication-mediating interactions between phytophagous insect pests, their host plants, and their natural enemies is likely to be impacted. Several reports have indicated that modifications to plants caused by elevated carbon dioxide and ozone concentrations might indirectly affect insect herbivores, with community-level modifications to this group potentially having an indirect influence on higher trophic levels. The vulnerability of agricultural insect pests toward their natural enemies under elevated greenhouse gases concentrations has been frequently reported, but conflicting results have been obtained. This literature review shows that the higher levels of carbon dioxide, as predicted for the coming century, do not enhance the abundance or efficiency of natural enemies to locate hosts or prey in most published studies. Increased ozone levels lead to modifications in herbivore-induced volatile organic compounds (VOCs) released by damaged plants, which may impact the attractiveness of these herbivores to the third trophic level. Furthermore, other oxidative gases (such as SO₂ and NO₂) tend to reduce the abundance of natural enemies. The impact of changes in atmospheric gas emissions on plant—insect and insect—insect chemical communication has been under-documented, despite the significance of these mechanisms in tritrophic interactions. We conclude by suggesting some further prospects on this topic of research yet to be investigated.