Megabruchidius dorsalis (Fåhraeus, 1839) (Coleoptera: Bruchinae) is an important pest that damages the seeds of Gleditsia L. (Fabaceae: Caesalpinioideae). This beetle searches for host plants with its sensory system. To further explore the mechanisms of host location and to understand the ultrastructure of M. dorsalis, we examined the morphology and distribution of its sensilla on the antennae and mouthparts of male and female adults, using scanning electron microscopy (SEM). Both male and female antennae are serrated and can be divided into scape, pedicel, and flagellum. There were seven types and eight subtypes of antennal sensilla, including Bőhm bristles (BB), two subtypes of sensilla trichoid (ST1, ST2), two subtypes of sensilla chaetica (SC1, SC2), four subtypes of sensilla basiconic (SB1, SB2, SB3, SB4), sensilla cavity (SCa), sensilla auricillica (SA), and sensilla gemmiformium (SG). Five types of maxillary and labial palp sensilla in the mouthparts were observed: sensilla chaetica (SC), sensilla trichoidea (ST), sensilla styloconica (SSt), sensilla coeloconica (SCo), and sensilla digitiform (SD). No sexual dimorphism in sensilla type was observed, but there were variations between males and females in the numbers and distribution along the antennae. There were more SA in males than in females, while the number of ST sensilla in the maxillary palps were lower in males than in females. ST1 were most abundant in both sexes. We discussed potential function related to structure via comparisons with previous investigations of bruchids and other insects. Our results provide a theoretical basis for further studies on sensory physiological function, using semiochemicals as effective biological controls of M. dorsalis.