Insect chemosensation is crucial for many aspects related to food seeking, enemy avoidance, and reproduction. Different families of receptors and binding proteins interact with chemical stimuli, including odorant receptors (ORs), ionotropic receptors (IRs), gustatory receptors (GRs), odorant binding proteins (OBPs) and chemosensory proteins (CSPs). In this work, we describe the chemosensory-related gene repertoire of the worldwide pest Spodoptera exigua (Lepidoptera: Noctuidae), focusing on the transcripts expressed in larvae, which feed on many horticultural crops producing yield losses. A comprehensive de novo assembly that includes reads from chemosensory organs of larvae and adults, and other larval tissues, enabled us to annotate 200 candidate chemosensory-related genes encoding 63 ORs, 28 IRs, 38 GRs, 48 OBPs and 23 CSPs. Of them, 51 transcripts are new annotations. Fifty ORs are expressed in larval heads based on RNA-seq and reverse transcription PCR analyses. Fourteen OBPs are expressed in larval, but not in adult heads. We also observe that expression profiles of ORs are strongly and non-specifically up-regulated upon pre-exposure of larvae to single volatile organic compounds (VOCs). Finally, we develop a behavioural assay to study the attraction/repellence to VOCs in S. exigua larvae and thus identify candidate ecologically relevant odours. A single-dose assay demonstrated that 1-hexanol triggers attraction and indole repels larvae at any timepoint. This work establishes the foundation for the study of chemosensation in S. exigua larvae, allowing further studies aimed to characterize chemosensory-related genes that underlie the ecologically relevant behaviours of larvae.