Plants release a variety of volatiles and herbivore-induced plant volatiles (HIPVs) after being damaged by herbivorous insects, which play multiple roles in the interactions with other plants and insects. Agasicles hygrophila Selman and Vogt (Coleoptera: Chrysomelidae) is a monophagous natural enemy and an effective biocontrol agent for Alternanthera philoxeroides (Mart.) Griseb. Here, we reported differences among the volatiles of A. philoxeroides by solid phase microextraction (SPME) using a gas chromatography-mass spectrometer (GC-MS). We compared the volatile emission of: (1) clean plants (CK); (2) A. philoxeroides plants with mechanical damage treatment (MD); and (3) A. philoxeroides plants infested with A. hygrophila 1st, 2nd, and 3rd larvae and female and male adults. A total of 97 volatiles were recorded, of which 5 occurred consistently in all treatments, while 61 volatiles were only observed in A. philoxeroides infested by A. hygrophila, such as trans-nerolidol, (E)-β-farnesene, and (3E,7E)-4,8,12-trimethyltrideca-1,3,7,11-tetraene (E, E-TMTT), etc. Among the 97 volatile compounds, 37 compounds belong to alkenes, 29 compounds belong to alkanes, and there were 8 esters, 8 alcohols and 6 ketones. Orthogonal partial least squares-discrimination analysis (OPLS-DA) showed that the different treatments were separated from each other, especially insect feeding from CK and MD treatments, and 19 volatiles contributed most to the separation among the treatments, with variable importance for the projection (VIP) values > 1. Our findings indicated that the alligatorweed plants could be induced to release volatiles by different stages of A. hygrophila, and the volatile compounds released differ quantitatively and qualitatively. The results from this study laid an important foundation for using volatile organic compounds (VOCs) and HIPVs of alligatorweed to improve the control effect of A. hygrophila on A. philoxeroides.