Insect CAPA-PVK (periviscerokinin) and pyrokinin (PK) neuropeptides belong to the PRX family peptides and are produced from capa and pyrokinin genes. We identified and characterised the two genes from the western flower thrips, Frankliniella occidentalis. The capa gene transcribes three splice variants, capa-a, -b, and -c, encoding two CAPA-PVKs (EVQGLFPFPRVamide; QGLIPFPRVamide) and two PKs (ASWMPSSSPRLamide; DSASFTPRLamide). The pyrokinin mRNA encodes three PKs: DLVTQVLQPGQTGMWFGPRLamide, SEGNLVNFTPRLamide, and ESGEQPEDLEGSMGGAATSRQLRTDSEPTWGFSPRLamide, the most extended pheromone biosynthesis activating neuropeptide (PBAN) ortholog in insects. Multiple potential endoproteolytic cleavage sites were presented in the prepropeptides from the pyrokinin gene, creating ambiguity to predict mature peptides. To solve this difficulty, we used three G protein-coupled receptors (GPCRs) for CAPA-PVK, tryptophan PK (trpPK), and PK peptides, and evaluated the binding affinities of the peptides. The binding activities revealed each subfamily of peptides exclusively bind to their corresponding receptors, and were significant for determining the CAPA-PVK and PK peptides. Our biological method using specific GPCRs would be a valuable tool for determining mature peptides, particularly with multiple and ambiguous cleavage sites in those prepropeptides. Both capa and pyrokinin mRNAs were strongly expressed in the head/thorax, but minimally expressed in the abdomen. The two genes also were clearly expressed during most of the life stages. Whole-mounting immunocytochemistry revealed that neurons contained PRXamide peptides throughout the whole-body: four to six neurosecretory cells in the head, and three and seven pairs of immunostained cells in the thorax and abdomen, respectively. Notably, the unusual PRXamide profiles of Thysanoptera are different from the other insect groups.