The winter cherry bug, Acanthocoris sordidus Thunberg (Hemiptera: Coreidae), widely spread in South Korea, Japan and Taiwan, is becoming an economic pest in these regions. Its elevated pest status in pepper plant, Capsicum annuum, is a trigger for eco‐friendly management tactics. In order to use its pheromone for pest management, the cuticular components of adult A. sordidus were identified and a behavioral bioassay on the functions of the components was conducted. From the whole‐body extracts of male and female A. sordidus, 13 compounds (hexanal, 1‐hexanol, 2‐hexanol, 3‐hexanol, hexanoic acid, hexyl acetate, heptyl acetate, octyl acetate, tetradecane, 2‐butyl‐2‐octenal, hexyl hexanoate and (2α,4α,6β)‐2,4,6‐tripentyl‐1,3,5‐trioxane (hexanal trimer, cis‐ and trans‐forms) were identified. In addition to these, two unidentified compounds, a male‐specific and a male‐rich compound, were also found. Hexanal provoked clear escaping behavior. 1‐Hexanol, hexyl acetate and hexanoic acid evoked weaker behavior than hexanal. We concluded that hexanal worked as an alarm pheromone and could be used as a pushing signal for a control program for A. sordidus.