The oviposition behaviour and host selection by females of the pine processionary moth, Thaumetopoea pityocampa, was studied under two conditions: in a field insectary and in a pine stand. An oviposition choice test was conducted in an insectary cage, using artificial Christmas trees (ACTs) baited with extracts from four pine species: Pinus pinea, Pinus pinaster, Pinus halepensis and Pinus brutia, plus a control. Females oviposited significantly more egg batches on the ACT baited with a P. brutia extract, while no oviposition occurred on the control ACT. In a large P. pinea stand, two groups of randomly selected trees were marked and baited respectively with an extract of P. brutia, which was the preferred species under insectary conditions and with a solvent, to act as control. Results showed that oviposition in the field followed an aggregated pattern, fitting a negative binomial distribution and that trees baited with P. brutia extracts, received a significantly larger number of egg-batches than control trees. In parallel, the volatiles emitted by all pine extracts tested where analysed by gas chromatography and mass spectrometry (GC-MS), coupled to a time-of-flight (TOF) mass analyser after solid phase microextraction (SPME), resulting in the identification of 26 compounds. Comparative chromatograms showed qualitative differences among the pine species used, some compounds being present in one of them only. Findings demonstrate for the first time that: (i) T. pityocampa females discriminate among bouquets extracted from different host pine species and exhibit oviposition preferences; and (ii) olfactory cues play an important role in mediating the selection process.