Pheromone-binding proteins (PBPs) play important roles in binding and transporting sex pheromones. However, the PBP genes identified in coleopteran insects and their information sensing mechanism are largely unknown. Cyrtotrachelus buqueti (Coleoptera: Curculionidae) is a major insect pest of bamboo plantations. In this study, a novel PBP gene, CbuqPBP2, from C. buqueti was functionally characterized. CbuqPBP2 was more abundantly expressed in the antennae of both sexes than other body parts, and its expression level was significantly male-biased. Fluorescence competitive binding assays showed that CbuqPBP2 exhibited the strongest binding affinity to dibutyl phthalate (Ki = 6.32 μM), followed by styrene (Ki = 11.37 μM), among twelve C. buqueti volatiles. CbuqPBP2, on the other hand, showed high binding affinity to linalool (Ki = 10.55), the main volatile of host plant Neosinocalamus affinis. Furthermore, molecular docking also demonstrated the strong binding ability of CbuqPBP2 to dibutyl phthalate, styrene, and linalool, with binding energy values of −5.7, −6.6, and −6.0 kcal/mol, respectively, and hydrophobic interactions were the prevailing forces. The knockdown of CbuqPBP2 expression via RNA interference significantly reduced the electroantennography (EAG) responses of male adults to dibutyl phthalate and styrene. In conclusion, these results will be conducive to understanding the olfactory mechanisms of C. buqueti and promoting the development of novel strategies for controlling this insect pest.