As a source of aromatic plants, the genus Artemisia has long been considered to have the potential to develop plant pesticides. In this study, components of essential oils from A. dalai-lamae, A. tangutica, A. sieversiana, A. tanacetifolia and A. ordosica were identified by GC-MS. A total of 56 constituents were analysed, and each species consisted of 9 to 24 constituents. Principle component analysis (PCA) revealed that A. dalai-lamae, A. tangutica and A. tanacetifolia are characterised by monoterpene hydrocarbons and oxygenated monoterpenes. Hierarchical cluster analysis (HCA) showed the most remarkable similarity between A. sieversiana and A. ordosica, but the similarity was still lower than 50%. Contact toxicity and repellency of essential oils were evaluated by bioassays; A. ordosica oil exhibited the most substantial contact toxicity (LD50 = 52.11 μg/cm2) against Liposcelis bostrychophila, while A. tangutica oil showed the most potent contact toxicity (LD50 = 17.42 μg/adult) against Tribolium castaneum. Except for A. dalai-lamae, the other four species showed the same level (p > 0.05) of repellent activity as the positive control against both pests at high concentrations. The results indicated that these five Artemisia species had high chemical diversity and great potential to be developed into more effective and environmentally friendly anti-insect agents.