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The Cheilomenes sexmaculata (Fabricius) (Coleoptera: Coccinellidae), is one of the most beneficial and identifiable predators of numerous soft-bodied and sucking insect pests of several crops. Biological parameters and olfactory response of C. sexmaculata were investigated under laboratory conditions by providing three different aphid species i.e., mustard aphid (Lipaphis erysimi Kaltenbach), citrus black aphid (Toxoptera citricida Kirkaldy), and peach aphid (Diuraphis noxia Kurdjumov) as a food source. The developmental period of immature stages of C. sexmaculata was shorter on D. noxia as compared to other aphid species. The adult longevities were longer on D. noxia and T. citricida while shorter on L. erysimi. Female fecundity was highest on D. noxia while lowest on L. erysimi. Life table parameters i.e., intrinsic rate of increase (r), finite rate of increase (λ), net reproductive rate (Ro), and gross reproductive rate (GRR) were maximum on D. noxia while minimum on L. erysimi. The mean generation time C. sexmaculata was 20.90, 23.69, and 26.2 days on D. noxia, L. erysimi, T. and citricida, respectively. These findings were further confirmed from the olfactory experiment where D. noxia proved to be the most preferred prey. This study provides necessary information for mass-rearing of C. sexmaculata.