Although the introduced lady beetle Harmonia axyridis (Pallas) (Coleoptera: Coccinellidae) is an important predator of aphids in a variety of crop systems during the growing season, it is often a pest in fall and winter when it enters buildings seeking overwintering sites. One of the primary recommendations for managing this annual influx is to prevent beetle entry by caulking or otherwise filling potential entry points in buildings. The goal of this study was to determine how small a gap the beetles are able to enter in choice and no-choice studies by experimentally exploiting their behavioral tendency to seek dark shelters at cool temperatures. Within the size range of adults collected in central North Carolina in 2003 (1.99–3.29 mm body height), no beetles entered a 2-mm access during no-choice experiments. Most (83%) entered a 3-mm gap; those failing to cross the 3-mm threshold were significantly larger than those that traversed it. In choice experiments, 98.2% of beetles entered shelters. As in the previous study, no beetles entered shelters with 2-mm gaps. Significantly fewer were found in shelters with 3-mm entrances than in those with 4- or 5-mm access; beetles that entered 3-mm gaps were significantly smaller than the remainder of the test population. Although no H. axyridis crossed a 2-mm threshold in either experiment, a gap of this size may nonetheless allow admission if it has flexible borders (e.g., foam weather stripping); beetles were observed attempting forced entry into too-small crevices.