In the common pest cockroach, Periplaneta americana, behavioural responses to the sex and aggregation pheromones change in an age-dependent manner. Nymphs are attracted by the aggregation pheromone periplanolide-E (PLD-E) but not by the sex pheromone periplanone-B (PB) in faeces. Adults display prominent behaviours to PB but not to PLD-E. Despite the significant behavioural differences depending on postembryonic developmental stages, peripheral codings of the sex and aggregation pheromones have not been studied in the nymph of any insects as far as we know. In this study, we morphologically and electrophysiologically identified antennal sensilla that respond to PB and PLD-E in nymphal cockroaches. Although nymphs lacked the sex pheromone-responsive single-walled B (sw-B) sensilla identified in adult males, we found PB-responsive sensory neurons (PB-SNs) within newly identified sw-A2 sensilla, which exhibit different shapes but have the same olfactory pores as sw-B sensilla. Interestingly, PLD-E-responsive sensory neurons (PLD-E-SNs) were also identified in the same sensillar type, but PB and PLD-E were independently detected by different SNs. Both PB-SNs and PLD-E-SNs showed high sensitivity to their respective pheromones. The hemimetabolous insect nymph has an ability to detect these pheromones, suggesting that behaviours elicited by pheromones might be established in brain centres depending on postembryonic development.