Host-associated races of phytophagous insects provide a model for understanding how adaptation to a new environment can lead to reproductive isolation and speciation, ultimately enabling us to connect barriers to gene flow to adaptive causes of divergence. The pea aphid (Acyrthosiphon pisum) comprises host races specializing on legume species and provides a unique system for examining the early stages of diversification along a gradient of genetic and associated adaptive divergence. As host choice produces assortative mating, understanding the underlying mechanisms of choice will contribute directly to understanding of speciation. As host choice in the pea aphid is likely mediated by smell and taste, we use capture sequencing and SNP genotyping to test for the role of chemosensory genes in the divergence between eight host plant species across the continuum of differentiation and sampled at multiple locations across western Europe. We show high differentiation of chemosensory loci relative to control loci in a broad set of pea aphid races and localities, using a model-free approach based on principal component analysis. Olfactory and gustatory receptors form the majority of highly differentiated genes and include loci that were already identified as outliers in a previous study focusing on the three most closely related host races. Consistent indications that chemosensory genes may be good candidates for local adaptation and barriers to gene flow in the pea aphid open the way to further investigations aiming to understand their impact on gene flow and to determine their precise functions in response to host plant metabolites.