Pieris rapae and Pentodon algerinus are considered a global threat to agricultural crops and food security; hence, their control is a critical issue. Heterorhabditid and Steinernematid nematodes, along with their symbiotic bacteria, can achieve the optimal biocontrol agent criterion. Therefore, this study aimed to evaluate the efficacy of Heterorhabditis bacteriophora, Steinernema riobravis, and their symbiotic bacteria (Xenorhabdus and Photorhabdus) against P. rapae and P. algerinus larvae. The virulence of entomopathogenic nematodes (EPNs) was determined at different infective juvenile concentrations and exposure times, while the symbiotic bacteria were applied at the concentration of 3 × 107 colony-forming units (CFU)/mL at different exposure times. Gas chromatography–mass spectrophotometry (GC-MS) analysis and the cytotoxic effect of Photorhabdus sp. and Xenorhabdus sp. were determined. The results indicated that H. bacteriophora, S. riobravis, and their symbiotic bacteria significantly (p ≤ 0.001) induced mortality in both insect species. However, H. bacteriophora and its symbiont, Photorhabdus sp., were more virulent. Moreover, the data clarified that both symbiotic bacteria outperformed EPNs against P. rapae but the opposite was true for P. algerinus. GC-MS analysis revealed the main active compounds that have insecticidal activity. However, the results revealed that there was no significant cytotoxic effect. In conclusion, H. bacteriophora, S. riobravis, and their symbiotic bacteria can be an optimal option for bio-controlling both insect species. Furthermore, both symbiotic bacteria can be utilized independently on EPNs for the management of both pests, and, hence, they can be safely incorporated into biocontrol programs and tested against other insect pests.