In predatory ladybirds (Coleoptera: Coccinellidae), antennae are important for chemosensory reception used during food and mate location, and for finding a suitable oviposition habitat. Based on NextSeq 550 Illumina sequencing, we assembled the antennal transcriptome of mated Harmonia axyridis (Pallas) (Coleoptera: Coccinellidae) males and females and described the first chemosensory gene repertoire expressed in this species. We annotated candidate chemosensory sequences encoding 26 odorant receptors (including the coreceptor, Orco), 17 gustatory receptors, 27 ionotropic receptors, 31 odorant-binding proteins, 12 chemosensory proteins, and 4 sensory neuron membrane proteins. Maximum-likelihood phylogenetic analyses allowed to assign candidate H. axyridis chemosensory genes to previously described groups in each of these families. Differential expression analysis between males and females revealed low variability between sexes, possibly reflecting the known absence of relevant sexual dimorphism in the structure of the antennae and in the distribution and abundance of the sensilla. However, we revealed significant differences in expression of three chemosensory genes, namely two male-biased odorant-binding proteins and one male-biased odorant receptor, suggesting their possible involvement in pheromone detection. Our data pave the way for improving the understanding of the molecular basis of chemosensory reception in Coccinellidae.