The present paper aims at describing the fine structure of coeloconic sensilla located on the cutting valves of the endophytic ovipositor of two Odonata species, the anisopteran Aeshna cyanea (Aeshnidae) and the zygopteran Ischnura elegans (Coenagrionidae), by carrying out parallel investigations under SEM and TEM. In both species these coeloconic sensilla are innervated by four unbranched neurons forming four outer dendritic segments enveloped by the dendrite sheath. One dendrite terminates at the base of the peg forming a well developed tubular body, while the other three enter the peg after interruption of the dendrite sheath. The cuticle of the peg shows an apical pore and a joint membrane. This last feature, together with the tubular body and the suspension fibers, represent the mechanosensory components of the sensillum while the pore and the dendrites entering the peg allow chemoreception. The ultrastructural organization of these coeloconic sensilla is in agreement with the one reported for insect gustatory sensilla. Our investigation describes for the first time typical insect gustatory sensilla in Odonata. Electrophysiological and behavioral studies are needed to verify the role that these structures can perform in sensing the egg-laying substrata.