The Chilocorini lady beetles Tenuisvalvae notata (Mulsant) and Cryptolaemus montrouzieri Mulsant are important biological control agents being able to share their habitat and compete for their preferred prey, mealybugs. Whereas T. notata is native to South America, C. montrouzieri is an Australian species introduced in Brazil in a biological control program of mealybugs. This work investigated the cannibalism and intraguild predation between these species in the absence of prey. To test for intraguild predation, one individual larva (instars 1-4) from each species was confined for 24 h with another larva of the same instar or the next instar, in a total of 10 combinations. In addition, we measured predation of T. notata adults upon eggs, larvae, pre-pupae and pupa of C. montrouzieri, and vice versa. Cannibalism within the species was also tested across adults, larvae and eggs. Results showed asymmetric interactions in favour of C. montrouzieri, which acted as intraguild predator more than 80% of the time when paired with larvae of T. notata either of the same or different instar. In addition, C. montrouzieri adults preyed more upon larvae and eggs of T. notata than the contrary. There was no intraguild predation upon pre-pupae and pupae. Cannibalism was high upon eggs and first instar larvae of T. notata (89.5% and 65%) and C. montrouzieri (100% and 55%), respectively. Therefore, the exotic C. montrouzieri outcompeted the native T. notata and could become a threat to this endemic species in areas of simultaneous occurrence and under prey scarcity. Thus, the interactions between these lady beetles could affect the success of biological control of mealybugs.