Abstract BACKGROUND Synthetic insecticides are the most useful tools for preventing losses caused by insect pest's infestation during storage. However, the use of pesticides should be limited because of the development of insect resistance and their adverse effects on human health and environment. In the last decades, natural insecticidal products, principally essential oils (EOs) and their active components, exhibited potential alternatives for pest control. Nevertheless, due to their volatile nature, encapsulation could be considered as the most appropriate solution. Therefore, this work aims to investigate the fumigant ability of inclusion complexes of Rosmarinus officinalis EO and its major constituents (1,8‐cineole, α‐pinene and camphor) with 2‐hydroxypropyl‐beta‐cyclodextrin (HP‐β‐CD) against Ectomyelois ceratoniae (Pyralidae) larvae. RESULTS The encapsulation within HP‐β‐CD reduced greatly the release rate of the encapsulated molecules. Therefore, free compounds were more toxic than those encapsulated. Moreover, results revealed that encapsulated volatiles exhibited interesting insecticidal toxicity towards E. ceratoniae larvae. In fact, after 30 days mortality rates were 53.85, 94.23, 3.85 and 42.31% for α‐pinene, 1,8‐cineole, camphor and EO, respectively, encapsulated within HP‐β‐CD. In addition, results showed also that 1,8‐cineole free and encapsulated was more effective toward E. ceratoniae larvae than the other tested volatiles. Additionally, the HP‐β‐CD/volatiles complexes exhibited best persistence compared to the volatiles components. The half‐life of the encapsulated α‐pinene, 1,8‐cineole, camphor and EO (7.83, 8.75, 6.87 and 11.20 days) was significantly longer than that of the free ones (3.46, 5.02, 3.38 and 5.58 days). CONCLUSION These results sustain the utility of R. officinalis EO and its main components encapsulated in CDs as treatment to stored‐date commodities. © 2023 Society of Chemical Industry.