Coccinellidae function in complex food webs as predators, as consumers of non-prey foods, and as prey or hosts of natural enemies. Dietary breadth and its implications remain largely unexplored. Likewise the nature and implications of interactions with other predators in the field are poorly understood. The use of biochemical tools based on nucleic acids, proteins, sugars and other components of coccinellid diets, expands our understanding of their trophic ecology – but only under field conditions in which coccinellids live, reproduce, forage, and consume prey (including intraguild prey), pollen, fungi, nectars, and other foods. We review the various methods which have been applied to the study of trophic relationships involving the Coccinellidae, their advantages and disadvantages, and some salient innovations and results produced by the range of technologies and their combinations. We advocate employing multiple tools to generate a more complete picture of the trophic ecology of a predator. The false perceptions of the strength and direction of trophic linkages that can result from a methodologically narrow approach is well illustrated by the laboratory and field assessments of coccinellids as intraguild predators, a phenomenon that is discussed in detail here. Assessing intraguild predation, and the breadth of prey and non-prey foods of the Coccinellidae, is essential to the understanding of this group, and for their application as biological control agents.