Plant volatiles play an important role as cues for herbivorous insects in search of resources, mates, and oviposition sites in complex environments. The use of plant volatiles as attractants or repellents can be utilized to monitor and control pest populations. Spodoptera exigua (Lepidoptera: Noctuidae, Hübner, 1808) is a highly destructive pest of cruciferous crops that has developed resistance to a variety of insecticides, making the management challenging. This study aimed to investigate the behavioral response of the pest to volatile organic compounds (VOCs) emitted by Rosmarinus officinalis (Lamiales: Lamiaceae, Linnaeus, 1753). We identified ten compounds from the rosemary using gas chromatography-electroantennographic detection (GC-EAD). We then subjected these compounds to ovipositional and olfactory bioassays. The results revealed that the moths were significantly attracted to seven compounds while being repelled by the others. In oviposition bioassays, linalool showed the greatest attractive effect at 69.97% (P < 0.001) at 15,000 μg·mL−1, while eucalyptol exhibited the highest repellent rate at 47.11% (P < 0.01) at 1500 μg·mL−1. In olfactory bioassays, β-pinene showed high attractiveness at a concentration of 150 μg·mL−1, with the attractive rate of 66.67% (χ2 = 8.64, df = 1, P = 0.001). Eucalyptol again displayed strong repellent activity at 42.86% (χ2 = 5.14, df = 1, P = 0.023) at a concentration of 1500 μg·mL−1. Furthermore, these compounds elicited a dose–response from the moth in these bioassays. This study demonstrates the theoretical feasibility of using rosemary as an attractive crop in agricultural fields for the environmentally friendly management of beet armyworms. However, when VOCs are applied in the field, they often experience significant dilution, resulting in behaviors much less than those observed in the lab. Therefore, these compounds require testing in field settings to ensure their viability as a management strategy for insects.