The aim of this study was to explore the behavioral responses of the lesser grain borer, Rhyzopertha dominica (F.) to volatiles of different stored grains. The olfactory responses of R. dominica to the volatiles of five grains, i.e. wheat, rice, maize, sorghum, and soybean, were studied in Y-tube and six-arm olfactometer experiments. The volatile components of these grain were analyzed by gas chromatography-mass spectrometry (GC-MS). Y-tube olfactometer bioassays showed that both adults and larvae of R. dominica showed significant preferences for volatiles from the five grains, compared with clean air. In six-arm olfactometer bioassays, adults of R. dominica showed the strongest olfactory preference for wheat, followed by rice, maize, sorghum, and soybean, and larve showed similar preferences for the volatiles of these stored grains. The GC-MS analysis identified 31, 24, 17, 11, and 10 components in the volatile profiles of wheat, soybean, rice, maize, and sorghum, respectively. 1-hexanol was the most abundant component of the volatiles of wheat (27.43%) and soybean (48.28%), whereas nonanal was the most abundant component of the volatiles of rice (21.75%), maize (31.22%), and sorghum (40.78%). Therefore, the different olfactory responses of R. dominica are reasonably related to the differences in the types and contents of volatile components among these five grains. Noteworthy, the volatile components identified in grains may be useful as attractants in traps combined with insect phermones for monitoring or even control R. dominica.