Extracts of the exuviae (cast skins) of nymphal bed bugs (Cimex lectularius) were analyzed for volatile compounds that might contribute to arrestment of adult bed bugs. Four volatile aldehydes, (E)-2-hexenal, 4-oxo-(E)-2-hexenal, (E)-2-octenal, and 4-oxo-(E)-2-octenal were consistently detected in the headspace of freshly shed exuviae regardless of the developmental stages from which the exuviae were obtained. Quantification of the aldehydes in the solvent extracts of homogenized fresh, 45- or 99-d aged 5th instar exuviae indicated that the aldehydes are present in the exuviae and dissipate over time, through evaporation or degradation. Microscopic observation of the fifth instar exuviae indicated that the dorsal abdominal glands on the exuviae maintained their pocket-like structures with gland reservoirs, within which the aldehydes might be retained. Two-choice olfactometer studies with the volatiles from exuviae or a synthetic blend mimicking the volatiles indicated that adult bed bugs tend to settle close to sources of the aldehydes. Our results imply that the presence and accumulation of bed bug exuviae and the aldehydes volatilizing from the exuviae might mediate bed bugs' interaction with their microhabitats.