The olfactory sense detects a plethora of behaviorally relevant odor molecules; gene families involved in olfaction exhibit high diversity in different animal phyla. Insects detect volatile molecules using olfactory (OR) or ionotropic receptors (IR) and in some cases gustatory receptors (GRs). While IRs are expressed in olfactory organs across Protostomia, ORs have been hypothesized to be an adaptation to a terrestrial insect lifestyle. We investigated the olfactory system of the primary wingless bristletail Lepismachilis y-signata (Archaeognatha), the firebrat Thermobia domestica (Zygentoma) and the neopteran leaf insect Phyllium siccifolium (Phasmatodea). ORs and the olfactory coreceptor (Orco) are with very high probability lacking in Lepismachilis; in Thermobia we have identified three Orco candidates, and in Phyllium a fully developed OR/Orco-based system. We suggest that ORs did not arise as an adaptation to a terrestrial lifestyle, but evolved later in insect evolution, with Orco being present before the appearance of ORs.