The predatory coccinellid Harmonia axyridis is a polyphagous species, efficient at controlling certain aphid species and already commercialized in Europe for that purpose. The complete development of this predator can be accomplished using the aphid Acyrthosiphon pisum or Ephestia kuehniella eggs as substitution prey. Biochemical analyses were conducted on the proteins, lipids, and carbohydrates of these two different prey species. E. kuehniella eggs were 2 times richer in amino acids than A. pisum adults (12% of the fresh weight vs. 6%). E. kuehniella eggs were 3 times richer in lipids than the aphids but, on the contrary, the aphids were 1.5 times richer in glycogen. The impact of these two kinds of food on the body composition of the coccinellid was evaluated to appreciate the degree of nutritional plasticity of the coccinellid. The composition of the coccinellids feeding either on E. kuehniella eggs or on aphids was compared for amino acid, fatty acid and glycogen contents, revealing a good capability of H. axyridis to develop on foods that are very different in their biochemical composition. Nevertheless, when fed on aphids, the crude protein content of the predator was reduced and the lipid content decreased by a factor of two, with a change in amino and fatty acid patterns. Some biological parameters, such as larval mortality, adult weight, and fecundity, were modified according to the food eaten.