Polygraphus proximus, a four-eyed fir bark beetle, is an invasive bark beetle species which has caused extensive damage to forests of Abies sibirica in southern and western Siberia and to Abies species in the European part of Russia. There is a high risk that the pest insect will spread to areas where it is currently not considered present, such as the European Union. In these areas, it threatens to attack conifer forests of various species which may result in major environmental and economic impact. The aim of this study was to identify pheromone components of P. proximus that can be used as pheromone baits. Males and females of P. proximus were allowed to bore into the bark of stem sections of Abies sibirica at the laboratory, and volatiles were collected with solid-phase microextraction (SPME). Analyses of these extracts with gas chromatography-mass spectrometry (GC–MS) revealed several sex-specific compounds. In total, twelve male-specific compounds and one female-specific compound were identified. The major male-specific compound determined by GC peak area was (Z)‐2‐(3,3‐dimethylcyclohexylidene)‐ethanol [(Z)-DMCHE] and the minor male-specific compounds were 3-methyl-3-buten-1-ol, 3-methyl-2-buten-1-ol, 3-methyl-2-butenal, benzyl alcohol, fragranol, 7-methyl-3-methylene-6-octen-1-ol, (Z)- and (E)-2-(3,3-dimethylcyclohexylidene)-acetaldehyde, geraniol, geranial and papayanol. The only female-specific compound was identified as 1-hexanol. Two of the male-specific compounds, (Z)‐DMCHE and 3-methyl-2-buten-1-ol were shown to attract males and females of P. proximus in field studies. Thus, we now for the first time can present the structures of two male-specific components that are biologically active parts of P. proximus aggregation pheromone. However, some chemical communication overlap between P. proximus and P. subopacus needs to be further investigated as (Z)‐DMCHE also attracted males and females of P. subopacus.