CAPA and pyrokinin (PK) neuropeptides are produced from two different genes, capa and pyrokinin, respectively. In this study, we identified and characterized the capa and pyrokinin genes from the brown marmorated stink bug, Halyomorpha halys (Hemiptera). The capa gene encodes two CAPA-PVK (periviscerokinin) peptides (DAGLFPFPRVamide and EQLIPFPRVamide) and one CAPA-DH (diapause hormone; NGASGNGGLWFGPRLamide). The pyrokinin gene encodes three PK2 peptides (QLVSFRPRLamide, SPPFAPRLamide, and FYAPFSPRLamide). The whole-mounting immunocytochemistry revealed the neurons contained PRXamide-like peptides throughout the cerebral ganglia (CRG), gnathal ganglia (GNG), thoracic ganglia (TG), and abdominal ganglia (AG). A pair of neurosecretory cells in the CRG and three cell clusters in the GNG were found with the axonal projections extended through the lateral side. A pair of immunostained cells were found in the TG, while three pairs of cells were present in the fused AG. Different expression patterns of capa and pyrokinin genes were observed in the CRG-GNG, TG, and AG. The capa gene was highly expressed in the AG tissue, whereas the pyrokinin gene was strongly expressed in the CRG-GNG. Interestingly, different developmental stages showed similar expressions of both genes, with the highest from the first nymph, gradually decreasing to the female adult. Comparison of peptide sequences encoded from pyrokinin genes showed the PK1 peptide is lost in Heteroptera suborders including H. halys, but retained in other suborders. The missing PK1 from the pyrokinin gene might be compensated by CAPA-DH (=PK1-like) produced by the capa gene.