Baryscapus dioryctriae is an endoparasitic wasp in the pupae of many Pyralidae pests, such as Dioryctria mendacella, Ostrinia furnacalis, and Chilo suppressalis. To provide requisite background for our ongoing research on the mechanisms of host location in B. dioryctriae, the morphology, abundance, distribution, and ultrastructure of the antennal sensilla were investigated using scanning and transmission electron microscopy. The geniculate antennae of B. dioryctriae are composed of scape, pedicel, and flagellum. Eight types of sensilla including Böhm sensilla, chaetica, trichodea, basiconic capitate peg, campaniformia, placodea, coeloconica, and sensilla styloconicum with a long hair were identified on both sexes. Sexual dimorphism exists in the antennae of B. dioryctriae. The number of flagellomere in males is over females, and the subtypes and abundance of sensilla are also different between the sexes. Additionally, the possible functions of distinct sensilla were discussed, which varies from olfaction, contact chemoreceptive, mechanoreception to hygro-/thermoreception, especially, the sensilla trichodea and placodea might be involved in olfactory perception in B. dioryctriae. These results provide an essential basis for further study on chemical communication between B. dioryctriae and their hosts, and contribute to the development of B. dioryctriae becoming an effective biocontrol agent against the pests of agriculture and forestry.