Loxostege sticticalis Linnaeus is an economically important agricultural pest, and the larvae cause great damage to crops, especially in Northern China. However, effective and environmentally friendly chemical methods for controlling this pest have not been discovered to date. In the present study, we performed HiSeq2500 sequencing of transcriptomes of the male and female adult antennae, adult legs and third instar larvae, and we identified 54 candidate odorant receptors (ORs), including 1 odorant receptor coreceptor (Orco) and 5 pheromone receptors (PRs), 18 ionotropic receptors (IRs), 13 gustatory receptors (GRs), 34 odorant binding proteins (OBPs), including 1 general odorant binding protein (GOBP1) and 3 pheromone binding proteins (PBPs), 10 chemosensory proteins (CSPs) and 2 sensory neuron membrane proteins (SNMPs). The results of RNA-Seq and RT-qPCR analyses showed the expression levels of most genes in the antennae were higher than that in the legs and larvae. Furthermore, PR4, OR1-4, 7-11, 13-15, 23, 29-32, 34, 41, 43, 47/IR7d.2/GR5b, 45, 7/PBP2-3, GOBP1, OBP3, 8 showed female antennae-biased expression, while PR1/OBP2, 7/IR75d/CSP2 showed male antennae-biased expression. However, IR1, 7d.3, 68a/OBP11, 20-22, 28/CSP9 had larvae enriched expression, and OBP15, 17, 25, 29/CSP5 were mainly expressed in the legs. The results shown above indicated that these genes might play a key role in foraging, seeking mates and host recognition in the L. sticticalis. Our findings will provide the basic knowledge for further studies on the molecular mechanisms of the olfactory system of L. sticticalis and potential novel targets for pest control strategies.