The recent decades’ resurgence of bed bugs as a public health concern in industrialized countries has driven an increased interest on new sustainable insecticide-free methods to monitor and control these ectoparasites. Current methods of detection rely mainly on visual inspection or canine scent detection, which are methods that are time-consuming, require experience, are non-specific or require costly mission repetitions. Volatile organic compounds (VOCs) are considered an environmentally friendly alternative and a promising approach for bed bug detection. An overview of the released literature on VOCs, their chemical characteristics and their role in bed bugs’ intra- and inter-species communications allowed us to highlight the identification of 49 VOCs in Cimex lectularius (23 molecules) and C. hemipterus (26), which are emitted by both sexes during diverse compartments including aggregation (46), mating (11), defense (4), etc., and all life stages including exuviae or dead bed bugs as a principal indicator of infestation. The latter has a great importance for application of these semiochemicals in successful detection and control management of bed bugs and to prevent their further dispersion. This approach has the advantage of more reliability compared to conventional detection methods with no need for repeated inspections, household furniture moving or resident rehousing for bed bugs’ VOC detection, which are commonly performed by active or passive sampling with absorbing tubes and analyzed by gas chromatography-based analytical platforms.