The black soldier fly (BSF), Hermetia illucens (Diptera: Stratiomyidae), has considerable global interest due to its outstanding capacity in bioconverting organic waste to insect biomass, which can be used for livestock, poultry, and aquaculture feed. Mass production of this insect in colonies requires the development of methods concentrating oviposition in specific collection devices, while the mass production of larvae and disposing of waste may require substrates that are more palatable and more attractive to the insects. In insects, chemoreception plays an essential role throughout their life cycle, responding to an array of chemical, biological and environmental signals to locate and select food, mates, oviposition sites and avoid predators. To interpret these signals, insects use an arsenal of molecular components, including small proteins called odorant binding proteins (OBPs). Next generation sequencing was used to identify genes involved in chemoreception during the larval and adult stage of BSF, with particular attention to OBPs. The analysis of the de novo adult and larval transcriptome led to the identification of 27 and 31 OBPs for adults and larvae, respectively. Among these OBPs, 15 were common in larval and adult transcriptomes and the tertiary structures of 8 selected OBPs were modelled. In silico docking of ligands confirms the potential interaction with VOCs of interest. Starting from the information about the growth performance of H. illucens on different organic substrates from the agri-food sector, the present work demonstrates a possible correlation between a pool of selected VOCs, emitted by those substrates that are attractive for H. illucens females when searching for oviposition sites, as well as phagostimulants for larvae. The binding affinities between OBPs and selected ligands calculated by in silico modelling may indicate a correlation among OBPs, VOCs and behavioural preferences that will be the basis for further analysis.