It is well known that plant elicitors can induce plant defense against pests. The herbivore-induced plant volatile (HIPV) methyl salicylate (MeSA), as a signaling hormone involved in plant pathogen defense, is used to recruit natural enemies to protect wheat and other crops. However, the defense mechanism remains largely unknown. Here, the headspace volatiles of wheat plants were collected and analyzed by gas chromatography-mass spectrometry (GC−MS), gas chromatography with electroantennographic detection (GC−EAD) and principal component analysis (PCA). The results showed that exogenous application of MeSA induced qualitative and quantitative changes in the volatiles emitted from wheat plants, and these changes were mainly related to Carveol, Linalool, m-Diethyl-benzene, p-Cymene, Nonanal, D-limonene and 6-methyl-5-Hepten-2-one. Then, the electroantennogram (EAG) and Y-tube bioassay were performed to test the physiological and behavioral responses of Aphidius gifuensis Ashmesd to the active volatile compounds (p-Cymene, m-Diethyl-benzene, Carveol) that identified by using GC-EAD. The female A. gifuensis showed strong physiological responses to 1 μg/μL p-Cymene and 1 μg/μL m-Diethyl-benzene. Moreover, a mixture blend was more attractive to female A. gifuensis than a single compound. These findings suggested that MeSA could induce wheat plant indirect defense against wheat aphids through attracting parasitoid in the wheat agro-ecosystem.