A relevant species in waste management but also in forensic, medical, and veterinary sciences is the black soldier fly, Hermetia illucens (Linnaeus; Diptera: Stratiomyidae). An ultrastructural study by scanning electron microscopy (SEM) was conducted for the first time on maxillary palps of both sexes, describing in detail the morphology and distribution of sensilla and microtrichia. The maxillary palps, composed of two segments, show sexual dimorphism in length and shape. In both sexes, the first segment is covered only by microtrichia, but the second one is divided into two parts: the proximal one, covered only by microtrichia, and the distal one containing both microtrichia and sensory structures. These structures include two types of sensory pits and one of chaetic sensilla. Due to sexual dimorphism in palp size, females have a higher number of sensory pits. The sexual dimorphism of palps and the presence and role of sensilla in H. illucens was discussed in comparison to other species of the family Stratiomyidae and of other Diptera. This study may represent a base for further investigations on mouthpart structures of this species, involved in key physiological activities, such as feeding, mating and oviposition.