Entomopathogenic nematodes (EPNs) are soil-dwelling, insect-parasitic nematodes used in biological control. Infective juveniles (IJs), a third-stage free-living stage, are responsible for foraging and infecting suitable insect hosts, exhibiting cruising, ambushing, or intermediate foraging strategies. Steinernema siamkayai, an ambush forager, is a valuable biological control agent in Thailand, yet little is known about its behavioral response to host cues and insect odors. This study examines the olfactory responses of S. siamkayai IJs to insect odorants, including CO2, compared to an ambusher, S. carpocapsae, and an intermediate forager, S. monticolum. Using a chemotaxis assay on agar plates, we found S. siamkayai and S. monticolum were attracted to insect odors, but attraction diminished when CO2 was removed with soda lime, whereas S. carpocapsae showed minimal attraction. S. siamkayai and S. monticolum exhibited a stronger response to CO2 than S. carpocapsae. Additionally, in a sand column assay assessing vertical movement, all three EPNs responded to insect odors from below, with odor response declining as IJ age increased, indicating age-related changes in host-seeking behavior. These results suggest that although S. siamkayai and S. carpocapsae are ambushers within the same phylogenetic clade, their host detection mechanisms differ.