The lesser grain borer, Rhyzopertha dominica (F.), causes damage to stored grains resulting in both quantitative and qualitative losses. The use of synthetic fumigants in the management of stored-product pests resulted in undesirable side effects such as environmental contamination and threat to human and animal health. In this study, the lethal and sublethal effects of essential oils from four Eucalyptus species, E. microtheca, E. procera, E. spatulata, and E. torquata were studied against R. dominica adults. Gas chromatographic–mass spectral analysis of the essential oils was carried out, in which terpenes such as 1,8-cineole and globulol were abundant in essential oils. The pest was susceptible to the fumigation of the essential oils and, considering concentrations and exposure times (24, 48, and 72 h), had significant effects on the pest mortality. The total protein, glycogen, and lipid contents and digestive amylolytic and proteolytic activities of the adults treated with tested essential oils were reduced. The consumption index, relative consumption rate, and relative growth rate were also reduced in the treated adults. According to the insecticidal effects on the adults of R. dominica, the essential oils of E. microtheca, E. procera, E. spatulata, and E. torquata can be candidates for further investigations as grain protectant agents.