Heortia vitessoides Moore is the most severe defoliating pest of Aquilaria sinensis (Lour.) Gilg (Thymelaeaceae) forests. Olfaction in insects is essential for host identification, mating, and oviposition, in which olfactory proteins, including odorant-binding proteins (OBPs), chemosensory proteins (CSPs), olfactory receptors (ORs), ionotropic receptors (IRs), and sensory neuron membrane proteins (SNMPs), are responsible for chemical signaling. Here, we determined the transcriptomes of male and female adult antennae of H. vitessoides. We assembled 52,383 unigenes and annotated their putative gene functions based on the gene ontology (GO), eukaryotic ortholog groups (KOG), and Kyoto Encyclopedia of Genes and Genomes (KEGG) databases. Overall, 61 olfactory-related transcripts, including nine OBPs, 10 CSPs, 28 ORs, 12 IRs, and two SNMPs, were identified. Expression patterns of OBPs and CSPs in the female antennae, male antennae, and legs were performed using reverse transcription quantitative PCR (RT-qPCR). The results revealed that HvitOBP1, HvitOBP6, and HvitGOBP1 were enriched in the female antennae, while HvitOBP2, HvitOBP3, HvitOBP5, HvitGOBP2, and HvitPBP1 were enriched in the male antennae. HvitOBP4 was expressed at nearly the same level in the antennae of both males and females. Four CSPs (HvitCSP3, HvitCSP5, HvitCSP7, and HvitCSP10) and two CSPs (HvitCSP1 and HvitCSP4) were expressed at higher levels in the female and male antennae, respectively. HvitCSP6 was expressed at higher levels both in the female antennae and legs. Three CSP genes (HvitCSP2, HvitCSP8, and HvitCSP9) were expressed at higher levels in the legs. These results provide a basis for further studies on the molecular olfactory mechanisms of H. vitessoides.