The oriental fruit fly, Bactrocera dorsalis, is a devastating fruit fly pest in tropical and sub-tropical countries. Like other insects, this fly uses its chemosensory system to efficiently interact with its environment. However, our understanding of the molecular components comprising B. dorsalis chemosensory system is limited. Using next generation sequencing technologies, we sequenced the transcriptome of four B. dorsalis developmental stages: egg, larva, pupa and adult chemosensory tissues. A total of 31 candidate odorant binding proteins (OBPs), 4 candidate chemosensory proteins (CSPs), 23 candidate odorant receptors (ORs), 11 candidate ionotropic receptors (IRs), 6 candidate gustatory receptors (GRs) and 3 candidate sensory neuron membrane proteins (SNMPs) were identified. The tissue distributions of the OBP and CSP transcripts were determined by RT-PCR and a subset of nine genes were further characterized. The predicted proteins from these genes shared high sequence similarity to Drosophila melanogaster pheromone binding protein related proteins (PBPRPs). Interestingly, one OBP (BdorOBP19c) was exclusively expressed in the sex pheromone glands of mature females. RT-PCR was also used to compare the expression of the candidate genes in the antennae of male and female B. dorsalis adults. These antennae-enriched OBPs, CSPs, ORs, IRs and SNMPs could play a role in the detection of pheromones and general odorants and thus could be useful target genes for the integrated pest management of B. dorsalis and other agricultural pests.