Antlion larvae have a complex tegumentary sensorial equipment. The sensilla and other kinds of larval tegumentary structures have been studied in 29 species of 18 genera within family Myrmeleontidae, all of them with certain degree of psammophilous lifestyle. The adaptations for such lifestyle are probably related to the evolutionary success of this lineage within Neuroptera. We identified eight types of sensory structures, six types of sensilla (excluding typical long bristles) and two other specialized tegumentary structures. Both sensilla and other types of structures that have been observed using scanning electron microscopy show similar patterns in terms of occurrence and density in all the studied species (with few exceptions). The sensilla identified are: coeloconica, placoidea, basiconica, trichodea type I, trichodea type II, and campaniformia. All these sensilla have mechano‐ or chemosensorial functions. Some regions of the larval body have been studied using SEM for the first time, such as the surface of the food canal, which bears sensilla coeloconica, and the abdominal segment X, that bears three types of sensilla: coeloconica, basiconica, and campaniformia. Sensilla placodea are newly reported on antlion larvae, being present on the mandibular base, pronotum, mentum, and cardum. Also, new locations of sensilla coeloconica (e.g., on rastra) and sensilla campaniformia (e.g., on odontoid processes) are noted. A novel porous texture with chemoreceptor function has been identified in the base of mandibles. A mechanism of dentate‐notched surfaces that anchor maxillae and mandible, reinforcing the food canal, is detailed. All these sensorial structures, in addition to ocular tubercles for light caption and their great muscular system, confer to these larvae an extraordinary predation capacity to success hunting and living in such harsh environments.