The lifecycle methods in EJB3 are defined through annotations - looks like you'd like @PostRemove.

Well perhaps, I really do not need to throw an EntityManager to send JMS. But I would like to use local beans (because they work faster) in entity listener.
I need JMS (or some thing like this) to notify remote clients when something happens with entity (insert, update or remove). So, I have to code this logic in life cycle methods.
After some researches I found the way to do that.

@EntityListeners(EntityListener.class)
public class RelatedEntity implements Serializable {
...
}

public class EntityListener{
 @PostLoad
 public void onLoad(Object obj){
 try {
 InitialContext ctx=new InitialContext();
 EntityLocalHome localHome=(EntityLocalHome) ctx.lookup("Entity1Home/local");
 localHome.onLoad(obj);
 } catch (NamingException e) {
 e.printStackTrace();
 }
 }

 public EntityListener() {
 System.out.println("Creating entity listener");
 }
}

About the constructor... I understood, that it is invoked on deployment.