Predator–prey coevolution, particularly chemo-ecological arms races, is challenging to study as it requires the integration of behavioral, chemical ecology, and phylogenetic studies in an amenable system. Moths of the genus Hemileuca (Saturniidae) are colorful, diurnal, and fast and often fly well above the vegetation canopy layer. However, several Hemileuca species have been reported as being captured in spider webs, specifically Argiope species (Araneidae). Female Hemileuca are known to produce mating pheromones and spiders of the Araneidae family are known to use pheromone lures to attract lepidopteran prey. We presented primarily female Argiope aurantia, which are attractive to male Anisota pellucida (Saturniidae), to different populations of Hemileuca species across the southern and western United States to categorize the homing response strength of different species of male Hemileuca. When we mapped these Argiope lure attraction strength categories onto the most recently published Hemileuca phylogeny, the behavioral patterns suggested a potential co-evolutionary arms race between predators and prey. Males of Hemileuca maia, H. grotei, and H. nevadensis (all in the same clade) appeared to have no attraction to A. aurantia, while H. magnifica and H. hera (within a different, separate clade) appeared to be strongly attracted to A. aurantia, but H. nuttalli (also within the H. hera and H. magnifica clade) displayed no attraction. Furthermore, Hemileuca eglanterina (yet a different clade) displayed strong, weak, and no attraction to A. aurantia, depending on the population. These apparent clade partitioning patterns of Argiope lure effectiveness and within-species variation in Hemileuca lure responses suggest a predator–prey coevolutionary history of measures and countermeasures.