Most gall midges (Diptera: Cecidomyiidae) are cryptic agricultural pests. These tiny insects are prone to lurk in cargoes and spread over long distances. Their larvae feed in plant tissues, so their infestations are imperceptible until crop damage and economic loss appear. The application of sex pheromones is an efficient method with which to monitor and manage gall midges. The present review focuses on recent advances in the accurate identification of gall midge sex pheromones based on rapidly evolving analytical techniques and their use in field trials in integrated pest management. To date, sex pheromones from 19 species of gall midges have been identified and reported, and sex pheromone-based monitoring systems have been developed and commercialized for at least ten gall midge species. All monitoring systems were tested in various experiments with a modicum of success. In addition to further studies of sex pheromones, identification of plant-derived volatiles may offer potentials for the manipulation of behavioral response of gall midges, which can be used in dispensers for surveillance and control purposes.