Small-scale bioacoustic sensors, such as antennae in insects, are often considered, biomechanically, to be not much more than the sum of their basic geometric features. Therefore, little is known about the fine structure and material properties of these sensors—even less so about the degree to which the well-known sexual dimorphism of the insect antenna structure affects those properties. By using confocal laser scanning microscopy (CLSM), we determined material composition patterns and estimated distribution of stiffer and softer materials in the antennae of males and females of the non-biting midge Chironomus riparius. Using finite element modelling (FEM), we also have evidence that the differences in composition of these antennae can influence their mechanical responses. This study points to the possibility that modulating the elastic and viscoelastic properties along the length of the antennae can affect resonant characteristics beyond those expected of simple mass-on-a-spring systems—in this case, a simple banded structure can change the antennal frequency sensitivity. This constitutes a simple principle that, now demonstrated in another Dipteran group, could be widespread in insects to improve various passive and active sensory performances.