Cockroaches use navigational cues to elaborate their return path to the shelter. Our experiments investigated how individuals weighted information to choose where to search for the shelter in situations where path integration, visual and olfactory cues were conflicting. We showed that homing relied on a complex set of environmental stimuli, each playing a particular part. Path integration cues give cockroaches an estimation of the position of their goal, visual landmarks guide them to that position from a distance, while olfactory cues indicate the end of the path. Cockroaches gave the greatest importance to the first cues they encountered along their return path. Nevertheless, visual cues placed beyond aggregation pheromone deposits reduced their arrest efficiency and induced search in the area near the visual cues.