Conogethes punctiferalis Guenee is a polyphagous insect pest that is difficult to manage because it feeds within plant tissue. Management by mass trapping using semiochemicals, especially pheromones, represents a viable option to control such borers. Herein, pheromonal compounds were extracted from male and female moths and assessed using headspace sampling and electroantennogram response. One-d-old C. punctiferalis showed a higher response to volatile solvents than 4-d-old ones, irrespective of sex. The male antenna was found more sensitive than the female for volatile compounds. However, the female response to male headspace extract and abdominal tip extract was very high (i.e., 4.006 mV and 2.217 mV, respectively), which revealed the presence of males producing a female-attracting olfactory cue in C. punctiferalis. This was also confirmed by males calling the female before mating by extruding the hair pencils in their abdominal tip. The male pheromone extract when analyzed in gas chromatography–mass spectrometry indicated the presence of methyl acetophenone or 3-ethyl acetophenone.