The family Tephritidae (Diptera) includes species that are highly invasive and harmful to crops. Due to globalization, international trade, and human displacement, their spread is continuously increasing. Unfortunately, the control of tephritid flies is still closely linked to the use of synthetic insecticides, which are responsible for detrimental effects on the environment and human health. Recently, research is looking for alternative and more eco-friendly tools to be adopted in Integrated Pest Management (IPM) programs. In this regard, essential oils (EOs) and their main compounds represent a promising alternative to chemical insecticides. EOs are made up of phytoconstituents formed from the secondary metabolism of many plants and can act as attractants or toxics, depending on the dose. Because of this unique characteristic, EOs and their main constituents are promising tools that can be used both in Sterile Insect Technique (SIT) programs and in the “lure and kill” technique, exploiting the attractiveness of the product in the former case and its toxicity in the latter. In this article, current knowledge on the biological and behavioral effects of EOs and their main constituents on tephritid fruit flies is reviewed, mainly focusing on species belonging to the Anastrepha, Bactrocera, Ceratitis, and Zeugodacus genera. The mechanisms of action of EOs, their real-world applications, and challenges related to their use in IPM are critically discussed.