Diadegma semiclausum is an important parasitoid wasp and widely used in the biological control of the diamondback moth, Plutella xylostella, one of the most destructive pests of cruciferous plants. Insect olfactory system is critical in guiding behaviors including feeding, mating, and oviposition, in which odorant binding proteins (OBPs) and odorant receptors (ORs) are two key components. However, limited attention has been paid to D. semiclausum olfactory genes. In this study, a transcriptome sequencing was performed on the RNA samples extracted from D. semiclausum male and female adult antennae. A total of 17 putative OBP and 67 OR genes were annotated and further compared to OBPs and ORs from P. xylostella, and other hemipteran parasitoid species. The expression patterns of D. semiclausum OBPs between male and female antennae were examined using reverse transcription polymerase chain reaction (RT-PCR) and quantitative real-time PCR. Six OBPs (DsemOBP 6, 7, 8, 9, 10, and 14) demonstrated significantly higher expression levels in females than in males, which may assist in female D. semiclausum host-seeking and oviposition behaviors. This study advances our understanding of the olfactory system of D. semiclausum at the molecular level and paves the way for future functional studies aiming at increasing the efficacy to control P. xylostella by using D. semiclausum.