An inventory of Lepidoptera in the Theniet El Had National Park (PNTEH), Algeria, revealed 86 taxa, both butterflies and moths. The specimens were collected in 68 localities distributed over ten cantons within the park in the period 2015–2017. A preliminary faunistic list is compiled as a base-line contribution to the study of adult Lepidoptera in this park. In total, 3139 specimens were collected. The moths are clearly well diversified, with 14 families and 49 species obtained from a total of 1485 adult specimens. The butterflies are represented by 5 families with 37 species and 1654 specimens. A total of 8 families are reported for the first time from this park, in order of abundance: Zygaenidae, Hesperiidae, Crambidae, Alucitidae, Heterogynidae, Sesiidae, Oecophoridae, and Cossidae. Also 61 species are recorded here for the first time for the park. The most diverse family is Nymphalidae with 15 taxa (23% of the total species). On the other hand, the Erebidae are represented by 894 specimens (28.5% of the total number of specimens. Within the Erebidae, the genus Catocala contains the highest number of individuals (794 specimens). The canton of Pré-Ben Chouhra is quantitatively the best represented with 625 specimens (19.9% of the total number of specimens collected) and the Nursery canton as the richest in lepidopteran species with 72 species observed. The diversity indices (H’ and Hmax.) and the equitability index (E), calculated for the 10 cantons indicate that lepidopteran species are diverse in each station.