The yellow peach moth (YPM), Conogethes punctiferalis (Guenée), is a multivoltine insect pest of crops and fruits. Antennal-expressed receptors are important for insects to detect olfactory cues for host finding, mate attraction and oviposition site selection. However, few olfactory related genes were reported in YPM until now. In the present study, we sequenced and characterized the antennal transcriptomes of male and female YPM. In total, 15 putative odorant binding proteins (OBPs), 46 putative odorant receptors (ORs) and 7 putative ionotropic receptors (IRs) were annotated and identified as olfactory-related genes of C. punctiferalis. Further analysis of RT-qPCR revealed that all these olfactory genes are primarily or uniquely expressed in male and female antennae. Among which, 3 OBPs (OBP4, OBP8 and PBP2) and 4 ORs (OR22, OR26, OR44 and OR46) were specially expressed in male antennae, whereas 4 ORs (OR5, OR16, OR25 and OR42) were primarily expressed in female antennae. The predicted protein sequences were compared with homologs in other lepidopteran species and model insects, which showed high sequence homologies between C. punctiferalis and O. furnacalis. Our work allows for further functional studies of pheromone and general odorant detection genes, which might be meaningful targets for pest management.