If you have bugs in the walls of your house, chances are they are roaming in other places as well, but since the walls provide protection, that's where they nest and hang out until the coast is clear. That's classic bedbug behavior, for example, and cockroaches and common house beetles are also known for this.
Pests like ants, on the other hand, don't care who's around. If there's food to be had, they're on the trail day and night. And termites, being content to dine on the house framing, never show themselves. If you want to eradicate bugs from the walls, the best method depends on what kind of bugs they are.
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Dealing With a Cockroach Infestation
Because they are large and easy to see (when they aren't hiding), cockroaches are probably the easiest pests to eradicate, and you shouldn't have to kill them to do that. The key is to deny them food, water, and places to hide. If the pests are hiding in a basement or bathroom wall where conditions are moist, dry things up by improving ventilation or running a dehumidifier. Clean food scraps meticulously from floors and other areas they can access, declutter your house, and seal small gaps in the baseboards and outside foundation with caulk.
If you want to be more proactive and actually kill the pests, there are several safe methods to do this. One is to dust diatomaceous earth in places where you see cockroach activity. It will lacerate their bodies and kill them by asphyxiation. You can also deploy baits that contain boric acid, which has a low toxicity for humans but is deadly to cockroaches. Baking soda mixed with diced onions also makes an attractive but toxic treat for them.
Tiny Insects on the Walls May Be Bedbugs
Contrary to popular belief, bedbugs don't live in beds; they usually hang out in other places in the bedroom, including behind walls, in gaps in the floorboards, in carpeting, and in plenty of other places where you can't see them. Although there are ways to kill them behind the walls, that's usually an ineffective way to handle an infestation because there are so many other places they could be.
If you do want to kill the ones that are behind the walls, you can deploy diatomaceous earth around the baseboards or actively dust it into gaps in the walls and baseboards with a duster. You can also do this with baking soda or a commercial diatomaceous earth alternative. They often come through gaps behind electrical cover plates, so a good strategy is to remove the cover plates and blow dust into the gaps. Use the credit card test to find and seal gaps through which they enter; any gap through which you can slide a credit card is wide enough for them. Seal the gaps with caulk after dusting to prevent them from passing through.
Ants, Termites, and Other Pests
Ants give themselves away by the trails they make. The best approach is to follow the trail to the point at which it disappears into the wall and set boric acid bait traps in the immediate vicinity. When the ants eat the bait, they'll carry it to the nest and feed it to others, thus killing the entire colony. This could take a few weeks, and when the trail finally disappears, seal the opening with caulk.
If you have termites behind the wall, you won't see them, but you'll eventually notice the deterioration in the house structure they cause as they consume the framing. Because termites live inside the wood, extermination is usually a job for professionals. They might infuse the tunnels made by the insects with orange oil, boric acid, or more toxic chemicals, or they may fumigate the house to kill off the insects at once.