The multicolored Asian lady beetle, Harmonia axyridis (Coleoptera: Coccinellidae), originates from South-East Asia and is now considered as an invasive species at a worldwide scale, with populations encountered in North and South America, Africa, and Europe. Several previous studies suggested that invasive populations display different behavioral and physiological traits, leading to a better fitness than native individuals. H. axyridis sex pheromone was identified recently, but only from individuals established in Europe. In this study, we compare the composition of the female sex pheromone of H. axyridis from two populations: (i) an invasive population in North America, and (ii) a native population in South-East China. We found the females originating from both populations to release in similar proportions the same five pheromonal compounds, namely β-caryophyllene, β-elemene, methyl-eugenol, α-humulene, and α-bulnesene. However, females from the North American strain release all five compounds in larger amount than the Chinese ones. Whether invasive individuals were selected during the process of invasion through their capacity to better call and find sexual partners remains to be confirmed.