The invasive pest, Spodoptera frugiperda, commonly known as the fall armyworm (FAW), is a serious threat to food security in multiple countries worldwide. Insects’ antennal sensilla play a crucial role in perceiving plant odors and communication between male and female insects. This study aimed to examine the antennal morphology and sensilla variations on the antennae of FAW larvae and adults through scanning electron microscope analysis. The results revealed that third and fifth instar larval antennae possessed smell pores, sensilla pegs, and five types of antennal sensilla, namely sensilla trichodea, sensilla basiconica, sensilla chaetica, sensilla campaniform, and sensilla styloconicum, and the smell pores were first observed in Lepidoptera larvae. Furthermore, the size of sensilla in fifth instar larvae was significantly greater than those in third instar. On the adult antennae, there were smell pores and 12 types of sensilla identified: sensilla trichodea, sensilla basicaonica, sensilla auricillica, sensilla cavity, sensilla placodea, sensilla ligulate, Böhm’s bristles, sensilla chaetica, sensilla squamous, sensilla coeloconica, sensilla styloconicum, and sensilla uniporous peg. Notably, the sensilla cavity, sensilla placodea, sensilla ligulate, sensilla uniporous peg, and smell pores were first discovered in FAW adults. Compared with larvae, FAW adults have more types and amounts of sensilla. Additionally, we also discussed the possible functions of these antennal sensilla. This study provides valuable information for a comprehensive understanding of the type and function of antennal sensilla in FAW and assists in the development of novel pest control strategies, such as pest behavior control technology, for the prevention of this invasive pest.