Chlorophorus caragana (Coleoptera: Cerambycidae) is a trunk borer that feeds on Caragana shrubs in the desert. There are five species of Caragana plant in the distribution area of Ch. caragana. We investigated damaged Caragana plants in the field. Olfactory responses of female Ch. caragana to plants and identified volatile compounds from Caragana plants were further evaluated. Caragana davazamcii was severely damaged in the field, followed by Caragana microphylla. No damage was found to the other three species. Behavioral experiments showed that C. davazamcii, C. microphylla, and Caragana korshinskii were attractive to female insects. Caragana ordosica could repel and avoid female insects. Caragana brachypoda had no effect on the orientation behavior of female insects. Seventy volatile components were identified from the Caragana plants, and (Z)-β-ocimene, 1,3-pentadiene, (Z)-3-hexenyl acetate, perillene, chrysanthenone, and limonene were the most abundant volatiles identified from the Caragana plants. The volatiles were categorized into three groups. Those most attractive to Ch. Caragana consisted of chrysanthenone, 1,3-pentadiene, and (Z)-β-ocimene. Those repelling Ch. Caragana consisted of perillene, dibutyl phthalate, nonanal, and pentadecane, and those irrelevant to each other consisted of (Z)-3-hexenyl acetate, 1-octene, nonene, decanal, (Z)-3-hexenol, and α-pinene.