Chemical cues play important roles in predator–prey interactions. Semiochemicals can aid predator foraging and alert prey organisms to the presence of predators. Previous work suggests that predator traits differentially influence prey behavior, however, empirical data on how prey organisms respond to chemical cues from predator species with different hunting strategies, and how foraging predators react to cues from potential competitors, is lacking. Furthermore, most research in this area has focused on aquatic and aboveground terrestrial systems, while interactions among belowground, soiling-dwelling organisms have received relatively little attention. Here, we assessed how chemical cues from three species of entomopathogenic nematodes (EPNs), each with a different foraging strategy, influenced herbivore (cucumber beetle) and natural enemy (EPN) foraging behavior. We predicted these cues could serve as chemical indicators of increased predation risk, prey availability, or competition. Our findings revealed that foraging cucumber beetle larvae avoided chemical cues from Heterorhabditis bacteriophora (active-foraging cruiser EPNs), but not Steinernema carpocapsae (ambusher EPNs) or Steinernema riobrave (intermediate-foraging EPNs). In contrast, foraging H. bacteriophora EPNs were attracted to cues produced by the two Steinernema species but not conspecific cues. Notably, the three EPN species produced distinct blends of olfactory cues, with only a few semi-conserved compounds across species. These results indicate that a belowground insect herbivore responds differently to chemical cues from different EPN species, with some EPN species avoiding prey detection. Moreover, the active-hunting EPNs were attracted to heterospecific cues, suggesting these cues indicate a greater probability of available prey, rather than strong interspecific competition.