Understanding the interaction between the insect olfactory system and the environment is crucial for fully explaining the molecular mechanisms underlying insect behavior, and providing new strategies for integrated pest management. Although there is good evidence that olfactory proteins play a vital role in mediating insect behaviors, the olfactory mechanism of insects remains poorly understood. We identified a total of 71 chemosensory genes; 25 odorant-binding proteins (OBPs), 27 odorant receptors (ORs), 8 ionotropic receptors (IRs), 8 chemosensory proteins (CSPs) and 3 sensory neuron membrane proteins (SNMPs), in the antennae of male and female fall armyworms, Spodoptera frugiperda, an invasive global pest that causes significant economic damage worldwide. We used differential gene expression (DGE) and fragments per kilobase per million fragments (FPKM) values to compare the transcript levels of candidate chemosensory genes, and qRT-PCR to compare the expression levels of the OR gene, in male and female antennae. The expression of candidate OR genes in male and female antennae was consistent with the DGE data, and the expression of the SfruCL4419.Contig1-All and SfruUnigene1070-All genes was sex-biased. These results not only provide new information on the olfactory mechanism of S. frugiperda, and insects in general, but also suggest new gene targets for pest control.