The pepper weevil Anthonomus eugenii is one of the most damaging pests to the pepper crop. To offer alternative management strategies to insecticides, several studies have identified the semiochemicals that are involved in the pepper weevil’s aggregation and mating behavior; however, there is no information on its perireceptor molecular mechanism, to date. In this study, bioinformatics tools were used to functionally annotate and characterize the A. eugenii head transcriptome and their probable coding proteins. We identified twenty-two transcripts belonging to families related to chemosensory processes, seventeen corresponding to odorant-binding proteins (OBP), and six to chemosensory proteins (CSP). All results matched with closely related Coleoptera: Curculionidae homologous proteins. Likewise, twelve OBP and three CSP transcripts were experimentally characterized by RT-PCR in different female and male tissues. The results by sex and tissue display the different expression patterns of the AeugOBPs and AeugCSPs; some are present in both sexes and all tissues, while others show expressions with higher specificity, which suggests diverse physiological functions in addition to chemo-detection. This study provides information to support the understanding of odor perception in the pepper weevil.