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Odorant-binding proteins (OBPs) are thought to transport volatile compounds from air to their receptors through the sensillary lymph. In this protein family, the subgroup of pheromone-binding proteins (PBPs) is specifically tuned to the perception of the sexual pheromone. To date, the description of OBPs has been restricted to Endopterygota and Paraneoptera. Their expression in Orthopteroid has been hypothesized, but no evidence of OBP has been produced in this assemblage to date. In the present study, we describe the first OBP from a Dictyopteran insect that belongs to the cockroach Leucophaea maderae. The PBP of L. maderae (PBPLma) shares all the hallmarks of the OBP family and is expressed specifically in the female adult antennae, the sex that perceives the sexual pheromone. The affinity of the recombinant PBPLma produced in the Escherichia coli periplasm for the pheromonal compounds has been tested by displacement of a fluorophore, 8-anilino-1-naphtalenesulphonic acid (ANS). Our results suggest that two chemically close compounds of the pheromonal blend (3-hydroxy-butan-2-one and butane-2,3-diol) are capable of displacing ANS, whereas two other pheromone components (E-2-octenoic acid and senecioic acid) and other alkyl volatile compounds are not capable of displacing ANS, indicating a certain filtering of binding, which can be correlated with the putative function.