Insect brains play important roles in the regulation of sex-biased behaviors such as mating and oviposition. The neural structure and function of brain differences between males and females have been identified, in which the antenna lobes (AL) showed the most discrepancy, however, the whole repertoire of the genes expressed in the brains and the molecular mechanism of neural signaling and structural development are still unclear. In this study, high-throughput transcriptome analysis of male and female brains was carried on in the Asia corn borer, Ostrinia furnacalis, and a total of 39.23 Gb data and 34,092 unigenes were obtained. Among them, 276 genes displayed sex-biased expression by DEG analysis, of which 125 genes were highly expressed in the males and 151 genes were highly expressed in the females. Besides, by homology analysis against genes that have been confirmed to be related to brain neurodevelopment, a total of 24 candidate genes were identified in O. furnacalis. In addition, to further screen the core genes that may be important for sex-biased nerve signaling and neurodevelopment, protein-protein interaction networks were constructed for the sex-biased genes and neurodevelopment genes. We identified 10 (Mhc, Mlc1, Mlc2, Prm, Mf, wupA, TpnC25D, fln, l(2)efl, and Act5C), 11 (PPO2, GNBP3, Spn77Ba, Ppn, yellow-d2, PGRP-LB, PGRP-SD, PGRP-SC2, Hml, Cg25C, and vkg) and 8 (dac, wg, hh, ci, run, Lim1, Rbp9, and Bx) core hub genes that may be related to brain neural development from male-biased, female-biased, and neurodevelopment gene groups. Our results provide a reference for further analysis of the dimorphism of male and female brain structures in agricultural pests.