Olfactory learning may occur at different stages of insect ontogeny. In parasitoid wasps, it has been mostly shown at adult emergence, whilst it remains controversial at pre-imaginal stages. We followed larval growth of the parasitoid wasp, Aphidius ervi Haliday, inside the host aphid, Acyrthosiphom pisum Harris, and characterised in detail the behaviour of third instar larvae. We found that just before cocoon spinning begins, the third instar larva bites a hole through the ventral side of the mummified aphid exoskeleton. We then evaluated whether this period of exposure to the external environment represented a sensitive stage for olfactory learning. In our first experiment, the third instar larvae were allowed to spin their cocoon on the host plant (Vicia faba L.) surface or on a plastic plate covering the portion of the host plant exposed to the ventral opening. Recently emerged adults of the first group showed a preference for plant volatiles in a glass Y-olfactometer, whereas no preference was found in adults of the second group. In a second experiment, during the period in which the aphid carcass remains open or is being sealed by cocoon spinning, third instar larvae were exposed for 24 h to either vanilla odours or water vapours as control. In this experiment, half of the parasitoid larvae were later excised from the mummy to avoid further exposure to vanilla. Adult parasitoids exposed to vanilla during the larval ventral opening of the mummy showed a significant preference for vanilla odours in the olfactometer, regardless of excision from the mummy. The larval behaviour described and the results of the manipulations performed are discussed as evidences for the acquisition of olfactory memory during the larval stage and its persistence through metamorphosis.