An efficient synthesis of (3Z,6Z)‐cis‐9,10‐epoxy‐3,6‐henicosadiene (1), the major component of sex pheromone of saltmarsh caterpillar moth Estigmene acrea (Drury), was accomplished from commercially available pentadec‐3‐yn‐1‐ol and bromoundecane. Chirality was introduced by employing Sharpless asymmetric dihydroxylation on cis‐olefin intermediate in the synthesis of 1, for the first time. The other key reactions include metal‐dissolving coupling, Lindlar's catalyst‐assisted partial hydrogenation, one‐pot, three‐step epoxidation from vicinal diol, and Wittig olefination. The overall yield of 1 was 24.7% in eight steps. The efficiency and simplicity of this synthesis allow the potential use of pheromone 1 in pest management programs.