The cucumber moth (CM), Diaphania indica (Saunders) (Lepidoptera: Pyralidae), is a major lepidopteran pest of cucurbitaceous plants that caterpillars feed on vegetative tissue of the plants and thereby cause loss of crops. Previous work has shown that volatile organic compounds (VOCs) released by host plants attract gravid CM females for oviposition, but the compounds responsible for this attraction had not been identified. The purpose of the present study was to identify attractive volatiles/mixtures of components to CM. VOCs from four host plants (cucumber, squash, melon, and watermelon) were collected with solid-phase microextraction fibers and identified by GC-MS. The electroantennography (EAG) response of gravid CM female antennae to host plant VOCs was determined, and also the behavioral responses to selected VOCs were tested in a wind tunnel. From a total of 22 components that were identified, only four (xylene, alpha-pinene, limonene, and (E)-beta-ocimene) were present in all four host plant species. However, these four components seem to play a minor role in CM attraction as shown by EAG and behavioral (wind tunnel) experiments. Benzenoids and terpenoids were the main VOCs for the four host plants. The strongest EAG responses were elicited by four aliphatic compounds ((Z)-6-nonenal, octanal, (E)-2-octen 1-ol, and 1-hexanol) and two benzenoids (benzyl alcohol, and benzaldehyde). In wind tunnel experiments, the most flight responses were recorded for three blends consisting of four compounds [(E, Z)-2,6-nonadienal, (E)-2-nonenal, (Z)-6-nonenal, and 4,8-dimethyl-1,3,7-nonatriene (DMNT)] + (1) benzaldehyde, and benzyl alcohol, (2) beta-caryophyllene, and (3) benzyl alcohol. However, only blends composed of (1) benzyl alcohol and DMNT or (2) benzyl alcohol, benzaldehyde, and DMNT elicited landing responses. These findings indicate that mixtures mimicking cucumber volatiles attract gravid CM females, which could in further steps be used to develop lures for control management of CM.