Two closely related thrips species, Frankliniella occidentalis and Frankliniella intonsa, are important pests on agricultural and horticultural crops. They have several similarities, including occurrence patterns, host range, and aggregation pheromone compounds. However, there are very few reports about the chemosensory genes and olfactory mechanisms in these two species. To expand our knowledge of the thrips chemosensory system, we conducted antennal transcriptome analysis of two thrips species, and identified seven odorant-binding proteins (OBPs) and eight chemosensory proteins (CSPs) in F. occidentalis, as well as six OBPs and six CSPs in F. intonsa. OBPs and CSPs showed high sequence identity between the two thrips species. The RT-qPCR results showed that the orthologous genes FoccOBP1/3/4/5/6, FintOBP1/3/4/6, FoccCSP1/2/3, and FintCSP1/2 were highly expressed in male adults. Molecular docking results suggested that orthologous pairs FoccOBP4/FintOBP4, FoccOBP6/FintOBP6, and FoccCSP2/FintCSP2 might be involved in transporting the major aggregation pheromone compound neryl (S)-2-methylbutanoate, while orthologous pairs FoccOBP6/FintOBP6, FoccCSP2/FintCSP2, and FoccCSP3/FintCSP3 might be involved in transporting the minor aggregation pheromone compound (R)-lavandulyl acetate. These results will provide a fundamental basis for understanding the molecular mechanisms of pheromone reception in the two thrips species.