The sweetpotato weevil, Cylas formicarius (Fabricius), is a serious pest of sweetpotato. Olfaction-based approaches, such as use of synthetic sex pheromones to monitor populations and the bait-and-kill method to eliminate males, have been applied successfully for population management of C. formicarius. However, the molecular basis of olfaction in C. formicarius remains unknown. In this study, we produced antennal transcriptomes from males and females of C. formicarius using high-throughput sequencing to identify gene families associated with odorant detection. A total of 54 odorant receptors (ORs), 11 gustatory receptors (GRs), 15 ionotropic receptors (IRs), 3 sensory neuron membrane proteins (SNMPs), 33 odorant binding proteins (OBPs), and 12 chemosensory proteins (CSPs) were identified. Tissue-specific expression patterns revealed that all 54 ORs and 11 antennal IRs, one SNMP, and three OBPs were primarily expressed in antennae, suggesting their putative roles in olfaction. Sex-specific expression patterns of these antenna-predominant genes suggest that they have potential functions in sexual behaviors. This study provides a framework for understanding olfaction in coleopterans as well as future strategies for controlling the sweetpotato weevil pest.