In this article, we described the ultrastructure of the sensilla on the antenna, eyes, mouthparts, wings, legs, and external genitalia of female and male Trichogramma dendrolimi using scanning electron microscopy (SEM). The antenna possessed the most sensilla types. We found 13 types of sensilla on female antenna, which were trichoid sensilla (TS) type 1-4, chaetica sensilla (ChS) type 1-2, campaniform sensilla (CaS), falcate sensilla, placoid sensilla (PS) type 1-2, basiconic capitate peg sensilla (BCPS) type 1, coeloconic sensilla (CoS), and styloconic sensilla. Ten types of sensilla were found on the male antenna, some were the same as that on female T. dendrolimi antenna, such as TS types 1 and 3, CaS, PS type 1, BCPS type 1, and CoS, but TS types 5 and 6, ChS type 3, and BCPS 2 were specific to male T. dendrolimi antenna. The leg possesses eight types of sensilla and a kind of tympana structure. Four types of TSs were found on the wings. On the mouthparts, sensilla on the maxillary and labial palps were unique, including two TSs and one ChS. The ovipositor possesses three types of sensilla, and the copulatory organ possesses two types. The eyes had only one kind of TS. Furthermore, external morphology of antenna and external genitalia revealed distinct sexual dimorphisms. According to their morphology, the possible functions of these sensilla were discussed. These results may further our understanding of the sensory mechanisms of T. dendrolimi in response to infochemicals within the environment.