Myzus persicae (Sulzer) (Hemiptera: Aphididae) is one of the most common and harmful pest species attacking sweet pepper. Here, we compared the predation rate and performance of Adalia bipunctata (L.), Hippodamia variegata (Goeze), and Scymnus interruptus Goeze (Coleoptera: Coccinellidae) fed on M. persicae infesting sweet pepper. In the laboratory, when offered 150 aphids daily, A. bipunctata was the most voracious species (predation per adult female of 122.7 aphids per 24 h) followed by H. variegata (87.7) and S. interruptus (27.3). When offered 50 aphids, 92% of the S. interruptus larvae developed to adults, 48% of H. variegata, and only 7% of A. bipunctata. In greenhouse experiments, A. bipunctata completely eradicated the aphid population within 2 days following release, whereas H. variegata and S. interruptus initially reduced the aphid population; however, in the long‐term, the infestation was not controlled. Adults of A. bipunctata remained on the plants even in the absence of prey but they laid almost no eggs. Very few adults of H. variegata and S. interruptus were recorded on the plants despite the presence of prey, yet egg laying was observed. Overall, A. bipunctata had an immediate impact on the aphids and is more suitable for curative releases. However, it showed limited potential to establish in the crop. Due to their capacity to complete development with low prey availability, the potential of H. variegata and S. interruptus for preventative releases against aphids in greenhouse crops should be studied further.