Insects use their sensitive and selective olfactory system to detect outside chemical odorants, such as female sex pheromones and host plant volatiles. Several groups of olfactory proteins participate in the odorant detection process, including odorant binding proteins (OBPs), chemosensory proteins (CSPs), odorant receptors (ORs), ionotropic receptors (IRs) and sensory neuron membrane proteins (SNMPs). The identification and functional characterization of these olfactory proteins will enhance our knowledge of the molecular basis of insect chemoreception. In this study, we report the identification and differential expression profiles of these olfactory genes in the black cutworm moth Agrotis ipsilon. In total, 33 OBPs, 12 CSPs, 42 ORs, 24 IRs, 2 SNMPs and 1 gustatory receptor (GR) were annotated from the A. ipsilon antennal transcriptomes, and further RT-PCR and RT-qPCR revealed that 22 OBPs, 3 CSPs, 35 ORs, 14 IRs and the 2 SNMPs are uniquely or primarily expressed in the male and female antennae. Furthermore, one OBP (AipsOBP6) and one CSP (AipsCSP2) were exclusively expressed in the female sex pheromone gland. These antennae-enriched OBPs, CSPs, ORs, IRs and SNMPs were suggested to be responsible for pheromone and general odorant detection and thus could be meaningful target genes for us to study their biological functions in vivo and in vitro.