The cuticular lipids of the wheat stem sawfly Cephus cinctus (Hymenoptera: Cephidae) were investigated as part of a chemical ecology project with this species. The major cuticular lipids were n-alkenes and n-alkanes. Alkenes were the most abundant and exhibited dramatic sexual dimorphism. (Z)-9-Tricosene accounted for about half of the total hydrocarbon in males but was nearly absent from females. The dominant alkenes in females were (Z)-9-pentacosene and (Z)-9-heptacosene. The alkane profiles were similar in both sexes, with n-tricosane being the most abundant, followed by n-pentacosane and n-heptacosane. In both sexes, there were minor amounts of alkanes and alkenes with other chain lengths and n-alkadienes of 29 and 31 carbons. In males, about one tenth of the surface lipids consisted of (Z)-9-alkene-1, omega-diol diacetates with 22-, 24-, and 26-carbon chains. The same compounds were also detected from females but in much smaller amounts. The structures of these novel diacetates were proven by synthesis. By analogy to methyl oleate, a well-studied food lipid, the alkenes and diacetates were expected to undergo slow oxidation in air to release specific aldehydes and other volatile products, and these were generally detected in volatiles collected from living sawflies. Atmospheric oxidation of the diacetates was also demonstrated in the absence of sawflies. One product from the diacetates, 9-acetyloxynonanal, was shown in other research to be particularly active electrophysiologically and was also attractive in the field. Aldehydes from the alkenes also showed strong electrophysiological activity. The concept of volatile pheromones originating from heavy, unsaturated cuticular lipids is discussed.