The stink bugs, (Pentatomidae) harlequin bug (Murgantia histrionica), brown marmorated stink bug (Halyomorpha halys), and southern green stink bug (Nezara viridula) are significant agricultural pests both in the United States and globally. The aggregation or sex pheromones produced by these insects are known to be bisabolene-type sesquiterpenoids; however, the biosynthetic pathways in the formation of these pheromones are unknown. Here we provide evidence that Pentatomidae produce sesquiterpene aggregation pheromones de novo and discuss the evolution of terpene biosynthesis in stink bugs. According to transcriptome analyses, the investigated stink bug species express at least two isoprenyl diphosphate synthases (IDSs), one of which makes (E,E)-farnesyl diphosphate (FPP) as the general precursor in sesquiterpene synthesis, whereas other IDS-type proteins function as terpene synthases (TPSs) generating intermediates in sesquiterpene pheromone formation. The TPS genes are expressed in a sex- and tissue-specific manner. Based on phylogenetic analysis, these IDS-type TPSs arose from trans-IDS progenitors in divergence from bona fide IDS proteins. Compared to microbes and plants, the evolution of TPS function from IDS progenitors in insects appears to have occurred more recently. The discovery of TPS genes in stink bugs provides valuable insight into pentatomid and insect terpene biosynthesis. Moreover, the identified genes may be used in developing alternative management strategies for stink bug pests.