Olfaction plays a critical role in mediating environmental chemical signals to affect behavior. Locusts are voracious feeders that can cause substantial agricultural and environmental damage. Here, we have identified 3473 proteins in the antennal proteome of the migratory locust, Locusta migratoria. Comparative analysis of sex variation in the antennal proteomes of male and female locusts using iTRAQ proteomics identified 260 differentially abundant proteins (DAPs). In relation to olfaction, 29 chemosensory proteins (CSPs), 9 odorant binding proteins (OBPs), 31 odorant receptors (ORs), and 8 ionotropic receptors (IRs) were identified, in the male and female antennal proteomes. Two new previously undescribed CSP proteins were identified in antennae and the expression of their respective gene coding sequences verified. In addition, sex-biased proteins were found significantly enriched in melanogenesis and riboflavin metabolism in males and in ribosome and metabolic pathways in females. The sex- and tissue-specific gene expression profiles of 29 CSPs, 31 ORs and 8 IRs were investigated by quantitative real-time PCR (qRT-PCR), revealing distinct pattern of expression or these genes in different locust tissues including the antennae, legs, wing, and palps. Our data identify sex-biased antennal proteome profiles and indicate expression of putative olfaction genes in tissues beyond the antennae. BIOLOGICAL SIGNIFICANCE: Little is known concerning sexual dimorphism in olfaction related processes at the level of the antennal proteome of insects. Using iTRAQ-based proteomic analyses the protein repertoire of the antennae of male and female locusts were determined. These data show sex-specific differences, identifying a subset of proteins, including two novel CSPs, that likely help define male versus female olfactory responses that contributes to our understanding of chemoreception and downstream behavioral consequences. The characterization of antennal and related olfactory proteins identifies potential biomarkers that can contribute to the development of control strategies against locusts and orthologous insect pests.