To understand the olfactory mechanisms of Holotrichia parallela antennae in detecting volatile compounds in the environment, protein profiles of H. parallela antennae were analyzed using two‐dimensional electrophoresis followed by mass spectrometry and bioinformatics analyses. Approximately 1,100 protein spots in silver staining gel were detected. Quantitative image analysis revealed that in total 47 protein spots showed significant changes in different genders of adult antennae. Thirty‐five differentially expressed proteins were identified by Matrix assisted laser desorption/ionization time of flight mass spectrometry (MALDI‐TOF/TOF) tandem mass spectrometer, among which 65.7% are involved in carbohydrate and energy metabolism, antioxidant system, transport, and amino acid/nucleotide metabolism. Some proteins identified here have not been reported previously in insect antennae. Identified male‐biased proteins included odorant‐binding protein 4, pheromone‐binding protein‐related protein 2, odorant‐binding protein 14, prophenoloxidase‐I, acyl‐CoA dehydrogenase, aldo‐keto reductase‐like, carbamoyl phosphate synthetase, etc. whereas some proteins are female biased, such as antennae‐rich cytochrome P450, aldehyde dehydrogenase, and putative glutamine synthetase. Alterations in the levels of some proteins were further confirmed by real time polymerase chain reaction (RT‐PCR). The proteomic resources displayed here are valuable for the discovery of proteins from H. parallela antennae.