The melon fly, Zeugodacus cucurbitae (Coquillett) (Diptera: Tephritidae), is considered to be the most destructive pest of melons and other related cucurbit crops worldwide. Despite the potential of behaviour-based control strategies, little is known about the mechanisms involved in female mate choice. Herein, we investigated the production and chemoreception of cuticular hydrocarbons in both sexes of Z. cucurbitae, and the behavioural responses they induce. We studied the epicuticular composition of virgin males and females, using two-dimensional gas chromatography coupled with mass spectrometric detection. Data were interpreted using multivariate factorial analysis. The differentiation of chemical profiles was consistently observed over time. In young individuals, the chemical profiles did not differ between sexes, while sex-specific differences were noted in mature flies. The fly olfactory sensitivity to these compounds was explored using gas chromatography combined with chopped triple electroantennography and electropalpography detectors. This extensive exploration of the pest olfactory sensitivity highlighted three compounds produced by the male. When blended, they induced a robust positive response in unmated naive females in a six-choice olfactometer. The responsiveness of other Tephritidae species (a polyphagous species Bactrocera dorsalis (Hendel) and the cucurbit specialist Dacus demmerezi (Bezzi)) to whole body extracts of Z. cucurbitae was also investigated. Our findings showed that Z. cucurbitae uses species-specific olfactory receptors to detect male produced compounds. In addition, the palps were sensitive to a female-specific component, 1,7-dioxaspiro[5.5]undecane, which the males produce in minute quantities. Overall, this study provides a starting point for a pheromone-based tephritid lure that targets unmated females. The potential implications for pest management are discussed.