The bHLH transcription factors play important roles in the regulation of plant growth, development, and secondary metabolism. β-Caryophyllene, epi-cedrol, and β-farnesene, three kinds of sesquiterpenes mainly found in plants, are widely used as spice in the food industry and biological pesticides in agricultural production. Furthermore, they also have a significant value in the pharmaceutical industry. However, there is currently a lack of knowledge on the function of bHLH family TFs in β-caryophyllene, epi-cedrol, and β-farnesene biosynthesis. Here, we found that AabHLH112 transcription factor had a novel function to positively regulate β-carophyllene, epi-cedrol, and β-farnesene biosynthesis in Artemisia annua. Exogenous MeJA enhanced the expression of AabHLH112 and genes of β-caryophyllene synthase (CPS), epi-cedrol synthase (ECS), and β-farnesene synthase (BFS), as well as sesquiterpenes content. Dual-LUC assay showed the activation of AaCPS, AaECS, and AaBFS promoters were enhanced by AabHLH112. Yeast one-hybrid assay showed AabHLH112 could bind to the G-box (CANNTG) cis-element in promoters of both AaCPS and AaECS. In addition, overexpression of AabHLH112 in A. annua significantly elevated the expression levels of AaCPS, AaECS, and AaBFS as well as the contents of β-caryophyllene, epi-cedrol, and β-farnesene, while suppressing AabHLH112 expression by RNAi reduced the expression of the three genes and the contents of the three sesquiterpenes. These results suggested that AabHLH112 is a positive regulator of β-caryophyllene, epi-cedrol, and β-farnesene biosynthesis in A. annua.