Harmonia axyridis (Pallas) (Coleoptera: Coccinellidae) is a well-known aphid predator in its native Asian habitat. Currently, H. axyridis are predominantly released for aphid control in China; however, light traps and colored sticky cards also were widely used to control aphid pests, which results in population reduction of H. axyridis. This study used 15 monochromatic and whole-spectrum lights to investigate whether H. axyridis has a particular light intensity and spectral preference. Positive phototaxis was found in both H. axyridis adults and larvae to a broad specturm of light. The phototactic responses of adult H. axyridis showed significant similarity to that of larvae. Female H. axyridis had four sensitivity maxima at 414, 492, 504, and 568 nm, male H. axyridis had four maxima of sensitivity at 380, 492, 504, and 549 nm, and H. axyridis larvae also had four maxima of sensitivity at 414, 504, 549, and 568 nm. The phototactic responses of H. axyridis to various monochromatic lights did not significantly differ between sexes. The larval response to a broad spectrum of light was significantly less than that of adults. Furthermore, H. axyridis adults of both sexes showed an increased phototactic response at low intensities and a decreased response at high intensities for both blue light and green light. Moreover, the phototactic response of both female and male H. axyridis was strongest at 10 lux. The males of H. axyridis are more sensitive to light intensity than females; however, the H. axyridis light intensity experiments between sexes showed no significant differences. These behavioral differences could be exploited for the development of selected colored light traps used for insect pest management.