Entomopathogenic nematodes (EPNs), small soil-dwelling non-segmented roundworms, are obligate parasites of insects and commonly used in agriculture for biological control of insect pests. For successful reproduction, EPNs must identify, move towards, and successfully infect a suitable insect host in a chemically complex soil environment. EPNs can have innate host insect preferences and can be attracted to semiochemicals associated with that host. They can also develop strong learned preferences for chemical signals associated with the presence of a host, such as herbivory-induced volatiles. We hypothesized that simultaneous manipulation of innate and learned preferences could result in increased biological control services of EPNs in agriculture. Separate cohorts of the EPN Steinernema diaprepesi were raised on two insect hosts, Galleria mellonella and Tenebrio molitor, for multiple generations until the nematodes in a dual-choice olfactometer exhibited preference for the host they were reared on. Subsequently, the two strains of nematodes were imprinted on three plant-produced terpenoids of agricultural significance: pregeijerene, β-caryophyllene, and α-pinene. After exposure to one of the plant compounds, the behavior of the EPNs was assayed in an olfactometer where the two host insects were presented with and without the plant compounds. We found that plant volatile exposure increased the infection rate of the nematodes, and some host–compound combinations proved to be attractive, but other combinations appeared to become repellent. These results indicate that learned preference is neither subordinate nor superior to innate preference, and that infection efficiency can vary with compound exposure and insect host.