In herbivorous insects, antennae play a crucial role in chemical communication and orientation when locating host plants and mates. To evaluate antennal sensitivity in response to odor stimuli, electroantennography (EAG) has been a practical technique. In the current study of the invasive spotted lanternfly (SLF), Lycorma delicatula (Hemiptera: Fulgoridae), we evaluated and compared their antennal sensitivity to a series of volatile chemicals collected from their bodies, honeydew, and host plants. To do this, we exposed the antennae of SLF fourth-instar and adult males and females to individual chemicals at a fixed dose of 50 ng. Further, a series of dose-response tests were carried out within a range of 0.5 to 100 ng. Although the amplitude of antennal responses varied among stages and sexes, adult males generated the strongest antennal responses in both experiments. In dose-response experiments, increased doses of chemicals up to 50 ng revealed the saturation points except in adult females which required a higher dose (100 ng) to reveal the saturation point. Although EAG does not provide any information on behavioral responses, our results are consistent with the olfactory bioassays in previous publications in which adult males, not females, were attracted to natural volatiles of their conspecifics. EAG indicated a higher sensitivity of adult male antennae to odor stimuli, particularly conspecific volatiles, than female antennae and highlighted sexual differences in the perception of chemical cues in SLF.