The nesting behaviour of the cockroach-hunting solitary wasp Penepodium luteipenne (Fabricius, 1804) is described, including five different nesting tactics: digging of new nests, use of pre-existing burrows in the soil, brood parasitism of open nests, brood parasitism of closed nests, and nest usurpation. Observations of a peculiar female territorial behaviour are also provided. Knowledge of the behaviour of other species of the tribe Podiini is summarized and compared with the behaviour of P. luteipenne. This study is based on nesting females observed in the Biological Reserve of Poço das Antas, an area in southeastern Brazil covered by Atlantic Forest.