Generalist parasitoids of aphids, such as the wasp Aphidius ervi, display significant differences in terms of host preference and host acceptance, depending on the host on which they developed (natal host), which is preferred over a non-natal host, a trait known as host fidelity. This trait allows females to quickly find hosts in heterogeneous environments, a process mediated by chemosensory/olfactory mechanisms, as parasitoids rely on olfaction and chemical cues during host selection. Thus, it is expected that proteins participating in chemosensory recognition, such as odorant-binding proteins (OBPs) and odorant receptors (ORs) would play a key role in host preference. In this study, we addressed the effect of parasitoid reciprocal host switching between two aphid hosts (Sitobion avenae and Acyrthosiphon pisum) on the expression patterns of chemosensory genes in the wasp A. ervi. First, by using a transcriptomic approach based on RNAseq of A. ervi females reared on S. avenae and A. pisum, we were able to annotate a total of 91 transcripts related to chemoperception. We also performed an in-silico expression analysis and found three OBPs and five ORs displaying different expression levels. Then, by using qRT-PCR amplification, we found significant differences in the expression levels of these eight genes when the parasitoids were reciprocally transplanted from S. avenae onto A. pisum and vice versa. This suggests that the expression levels of genes coding for odorant receptors and odorant-binding proteins would be regulated by the specific plant–aphid host complex where the parasitoids develop (maternal previous experience) and that chemosensory genes coding for olfactory mechanisms would play a crucial role on host preference and host acceptance, ultimately leading to the establishment of host fidelity in A. ervi parasitoids.