Entomopathogenic fungi stand out in the biological control of several agriculturally important insects. Six isolates of Metarhizium anisopliae, Cordyceps javanica, Beauveria sp. and B. bassiana were screened to control Anthonomus grandis, Euschistus heros, Oebalus poecilus, O. ypsilongriseus and Thyanta perditor, important insect pests of soybean, cotton and rice. The bioassays were conducted in a completely randomized design, with four replications (10 insects/replication). Significant differences for virulence were observed between the tested fungal species and isolates. For A. grandis, the most virulent isolate was M. anisopliae BRM 2335, followed by Beauveria BRM 14527 and BRM 67744 [82.5 to 97.5 % of mortality; average lethal time (LT50) of 5.9 to 7.8 days]. M. anisopliae BRM 2335 was also highly virulent to the four stink bug species (75 to 97.5 % of mortality; LT50 of 5.2 to 9.7 days). For the stink bugs, Beauveria sp. BRM 67744 was infectious to O. poecilus (75 % of mortality), but failed to control E. heros (16.9 % of mortality). C. javanica BRM 27666 and BRM 14526 showed average virulence to the stink bugs and A. grandis (17.5 to 57.3 % of mortality; LT50 of 6.0 to 9.7 days). M. anisopliae was consistently more virulent to the stink bugs than the other fungi. Therefore, M. anisopliae BRM 2335 was selected for further studies under screenhouse and field conditions to control A. grandis and other stink bug species, especially E. heros.