The three-dimensional structures of two odorant binding proteins (OBPs) and one chemosensory protein (CSP) from a polyphagous ectoparasitoid Scleroderma guani (Hymenoptera: Bethylidae) were resolved bioinformatically. The results show that both SguaOBP1 and OBP2 are classic OBPs, whereas SguaCSP1 belongs to non-classic CSPs which are considered as the “Plus-C” CSP in this report. The structural differences between the two OBPs and between OBP and CSP are thoroughly described, and the structural and functional significance of the divergent C-terminal regions (e.g., the prolonged C-terminal region in SguaOBP2 and the additional pair of cysteines in SguaCSP1) are discussed. The immunoblot analyses with antisera raised against recombinant SguaOBP1, OBP2, and CSP1, respectively, indicate that two SguaOBPs are specific to antennae, whereas SguaCSP1, which are more abundant than OBPs and detected in both male and female wasps, expresses ubiquitously across different tissues. We also describe the ultrastructure of the antennal sensilla types in S. guani and compare them to 19 species of parasitic Hymenoptera. There are 11 types of sensilla in the flagellum and pedicel segments of antennae in both male and female wasps. Seven of them, including sensilla placodea (SP), long sensilla basiconica (LSB), sensilla coeloconica (SC), two types of double-walled wall pore sensilla (DWPS-I and DWPS-II), and two types of sensilla trichodea (ST-I and ST-II), are multiporous chemosensilla. The ultralsturctures of these sensilla are morphologically characterized. In comparison to monophagous specialists, the highly polyphagous generalist ectoparasitoids such as S. guani possess more diverse sensilla types which are likely related to their broad host ranges and complex life styles. Our immunocytochemistry study demonstrated that each of the seven sensilla immunoreacts with at least one antiserum against SguaOBP1, OBP2, and CSP1, respectively. Anti-OBP2 is specifically labeled in DWPS-II, whereas the anti-OBP1 shows a broad spectrum of immunoactivity toward four different sensilla (LSB, SP, ST-I and ST-II). On the other hand, anti-CSP1 is immunoactive toward SP, DWPS-I and SC. Interestingly, a cross co-localization pattern between SguaOBP1 and CSP1 is documented for the first time. Given that the numbers of OBPs and CSPs in many insect species greatly outnumber their antennal sensilla types, it is germane to suggest such phenomenon could be the rule rather than the exception.