Due to the increasing resistance of pests to chemical insecticides and the negative consequences arising from the use of chemicals, such as environmental contamination and health hazards, alternative methods of control need to be studied. In nature, essential oils play an important role in protecting plants as antibacterials, antivirals, antifungals, insecticides, and also against herbivores by reducing their appetite for such plants. Secondary metabolites produced by medicinal or aromatic plants have the capacity for behavioral modification, growth and feeding reduction, besides exerting toxic and sterility effects on insects considered as pests, thus being a control strategy, besides being an alternative to the chemical products available on the market. Thus, the present review aimed to elucidate the use of essential oils in the control of various grain pests by exploring their bioactive compounds and addressing the main methods of encapsulation for the proper storage of these oils.