Chemoreception by moth ovipositors has long been suggested, but underlying molecular mechanisms are mostly unknown. To reveal such chemosensory systems in the current study, we sequenced and assembled the pheromone gland-ovipositor (PG-OV) transcriptome of females of the fall armyworm, Spodoptera frugiperda, a pest of many crops. We annotated a total of 26 candidate chemosensory receptor genes, including 12 odorant receptors (ORs), 4 gustatory receptors (GRs), and 10 ionotropic receptors (IRs). The relatedness of these chemosensory receptors with those from other insect species was predicted by phylogenetic analyses, and specific genes, including pheromone receptors, ORco, CO2 receptors, sugar receptors, and IR co-receptors, were reported. Although real-time quantitative-PCR analyses of annotated genes revealed that OR and IR genes were mainly expressed in S. frugiperda antennae, two ORs and two IRs expressed in antennae were also highly expressed in the PG-OV. Similarly, GR genes were mainly expressed in the proboscis, but two were also highly expressed in the PG-OV. Our study provides the first large-scale description of chemosensory receptors in the PG-OV of S. frugiperda and provides a foundation for exploring the chemoreception mechanisms of PG-OV in S. frugiperda and in other moth species.