Proprioseiopsis mexicanus (Garman), a generalist predatory mite, is a highly effective biological control agent applied for pest management worldwide. It performs particularly well against sap-suckling pests, such as Tetranychus urticae, Frankliniella occidentalis, and Bemisia tabaci, which often occur simultaneously in agricultural ecosystems, posing a greater threat to crop production. In this study, we explored the biological control potential of P. mexicanus by investigating the life history parameters, predation, and prey preference of P. mexicanus on T. urticae, F. occidentalis, and B. tabaci, as well as an alternative prey Carpoglyphus lactis. Our results reveal that P. mexicanus feeding on the four prey species could successfully complete development and reproduction. However, P. mexicanus feeding on B. tabaci had a significantly longer developmental time but significantly lower daily eggs laid and lifetime fecundity than on other prey. Conversely, P. mexicanus feeding on F. occidentalis had a similar developmental time as those feeding on T. urticae and C. lactis, but females had a significantly higher lifetime fecundity (i.e., 36.6 eggs). In both non-choice and choice experiments, P. mexicanus consumed significantly more eggs and larvae over other life stages regardless the prey species. When supplied with larvae of different prey species, P. mexicanus significantly preferred T. urticae and C. lactis over F. occidentalis and B. tabaci for feeding. Our results suggest that C. lactis may be utilized as an alternative host prey for laboratory mass rearing of P. mexicanus, and field augmentative release of P. mexicanus in early growing seasons may efficiently suppress the egg and larva populations of T. urticae, as well as larva populations of F. occidentalis if lack of food in the natural environment. These assumptions need to be confirmed in future experiments.