The insect cholinergic neuron system is the target for various pesticides, including organophosphate, carbamate and neonicotinoid pesticides. In this study, we conducted a de novo transcriptome analysis on the aquatic insect Protohermes xanthodes and identified for the first time presenting sixteen genes encoding cholinergic neuronal proteins (PxanChaT, PxanVAChT, PxanmAChR, PxannAChRs, and PxanAChEs), which are candidates for acetylcholine synthesis, transport, reception and degradation in cholinergic synapse. FPKM analysis revealed that these genes are primarily expressed in head and nerve cord of P. xanthodes larvae, and some of them are also abundant in hindgut, malpighian tubules and tracheae. After exposed to different concentrations of sublethal chlorpyrifos (CPF), expression of these cholinergic neuronal genes are generally increased and then decreased with the increase of CPF concentration, except PxannAChRα9 which is increased in both 4.2 and 8.4 μg/L CPF groups. Short-term (96 h) CPF exposure resulted in significant up-regulation of PxanAChE1 expression in P. xanthodes larvae exposed to 0.42 and 4.2 μg/L CPF concentrations, while PxanAChE2 was up-regulated only in 0.42 μg/L CPF group. After long-term (14 d) CPF exposure, PxanAChE1 expression was down-regulated in 0.168 and 0.42 μg/L CPF groups. PxanAChE2 expression was dramatically decreased in all CPF groups. Moreover, acetylcholinesterase (AChE) activity was significantly decreased across all long-term CPF exposure groups. These results suggested that sublethal exposure to CPF can disrupt the expression of cholinergic neuronal genes in P. xanthodes larvae, and implied that long-term sublethal CPF exposure may cause toxic effects on P. xanthodes larvae by inhibiting AChE activity. Furthermore, identification of cholinergic neuronal genes in P. xanthodes provided candidate molecular markers for study the toxic effects of environmental pollutants on the neuron system of an aquatic predatory insect with ecological importance.