The agriculture industry seeks to reconcile control tactics for pest management, necessitating studies of lethal and sublethal effects of insecticides on natural enemies. The effect of six insecticides with diverse modes of action—ethiprole, etofenprox, lambda-cyhalothrin, lambda-cyhalothrin + chlorantraniliprole, pymetrozine, and thiamethoxam + chlorantraniliprole—were evaluated after spraying on eggs, third-instar larvae, pupae, and adults of Harmonia axyridis , a generalist predator in cotton crops. Ethiprole was the only one that had no lethal effect on the predator at any stage of its development; however, it caused sublethal effects when applied to eggs (shortening of the larval phase and lower reproduction). Lambda-cyhalothrin caused high predator mortality after exposure at all stages. Due to the high compatibility between the ladybug H. axyridis and ethiprole, this compound is recommended for use in cotton integrated pest management programs. The other insecticides were harmful in lethal or sublethal tests, and further work in semifield and field conditions is required to confirm if they reduce H. axyridis populations.