Bed bugs produce volatile aldehydes that have alarm and aggregation functions. Using two synanthropic bed bug species, Cimex lectularius L. and C. hemipterus (Fabricius), developmental changes were examined for (E)-2-hexenal, 4-oxo-(E)-2-hexenal, (E)-2-octenal, and 4-oxo-(E)-2-octenal, the four most abundant aldehydes shared between the two species. Quantitative analyses of the aldehydes in the nymphal exuviae indicated that the aldehydes' ratio remained similar throughout nymphal development. In general, (E)-2-octenal was most abundant, and (E)-2-hexenal and 4-oxo-(E)-2-octenal were least abundant. The fourth aldehyde, 4-oxo-(E)-2-hexenal, was present in intermediate quantities. The quantities and percent abundances of the aldehydes in nymphal exuviae and the adults were significantly different between C. lectularius and C. hemipterus. The ratio between (E)-2-hexenal and (E)-2-octenal was determined in adult male and female bed bugs of each species. Adult C. hemipterus had a higher proportion of (E)-2-hexenal than C. lectularius, while no sex differences were found. This work provides the first systematic quantification of four aldehydes [(E)-2-hexenal, 4-oxo-(E)-2-hexenal, (E)-2-octenal and 4-oxo-(E)-2-octenal] for all five of the nymphal stages for both C. lectularius and C. hemipterus.