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Insect chemoreception involves many families of genes, including odourant/pheromone binding proteins (OBP/PBPs), chemosensory proteins (CSPs), odourant receptors (ORs), ionotropic receptors (IRs), and sensory neuron membrane proteins (SNMPs), which play irreplaceable roles in mediating insect behaviors such as host location, foraging, mating, oviposition, and avoidance of danger. However, little is known about the molecular mechanism of olfactory reception in Chilo sacchariphagus, which is a major pest of sugarcane. A set of 72 candidate chemosensory genes, including 31 OBPs/PBPs, 15 CSPs, 11 ORs, 13 IRs, and two SNMPs, were identified in four transcriptomes from different tissues and genders of C. sacchariphagus. Phylogenetic analysis was conducted on gene families and paralogs from other model insect species. Quantitative real-time PCR (qRT-PCR) showed that most of these chemosensory genes exhibited antennae-biased expression, but some had high expression in bodies. Most of the identified chemosensory genes were likely involved in chemoreception. This study provides a molecular foundation for the function of chemosensory proteins, and an opportunity for understanding how C. sacchariphagus behaviors are mediated via chemical cues. This research might facilitate the discovery of novel strategies for pest management in agricultural ecosystems.