Intercropping of companion plants (CPs) that release distinct volatile compounds with horticultural crops has been proposed to improve pest management. Although CP extracts or essential oils have been reported to be efficient in disturbing the settling of insects such as aphids, the effect of using actual CPs remains relatively unknown. Our aim was to screen odorous CP species for their effect on the performance of green peach aphid,Myzus persicae Sulzer (Hemiptera: Aphididae), when released on adjacent pepper plants. Intercropping was tested in growth chambers using potted plants to avoid root interactions and homogenise the abiotic environment of CPs. Our results indicated that eight CP species—rosemary, African marigold, French marigold, geranium, lavender, basil, chives, and pot marigold—affected aphid performance by reducing the reproductive performance and/or settlement of females. Rosemary followed by African and French marigold was associated with the largest reduction in adult female and nymph number. Chemical analyses indicated that rosemary and French marigold emit specific volatiles. In contrast, four CP species (false yellowhead, thyme, savoury, and peppermint) were not associated with a significant change in aphid performance and emitted a lower diversity of volatiles. This screening of CPs under controlled conditions may be considered as a first step towards the identification of volatiles emitted by actual plants that can affect aphid performance and help the choice of CPs to optimise intercropping strategies.