Spodoptera frugiperda is a worldwide generalist pest with remarkable adaptations to environments and stresses, including developmental stage-related behavioral and physiological adaptations, such as diverse feeding preferences, mate seeking, and pesticide resistance. Insects’ odorant-binding proteins (OBPs) and chemosensory proteins (CSPs) are essential for the chemical recognition during behavioral responses or other physiological processes. The genome-wide identification and the gene expression patterns of all these identified OBPs and CSPs across developmental stage-related S. frugiperda have not been reported. Here, we screened for genome-wide SfruOBPs and SfruCSPs, and analyzed the gene expression patterns of SfruOBPs and SfruCSPs repertoires across all developmental stages and sexes. We found 33 OBPs and 22 CSPs in the S. frugiperda genome. The majority of the SfruOBP genes were most highly expressed in the adult male or female stages, while more SfruCSP genes were highly expressed in the larval or egg stages, indicating their function complementation. The gene expression patterns of SfruOBPs and SfruCSPs revealed strong correlations with their respective phylogenic trees, indicating a correlation between function and evolution. In addition, we analyzed the chemical-competitive binding of a widely expressed protein, SfruOBP31, to host plant odorants, sex pheromones, and insecticides. Further ligands binding assay revealed a broad functional related binding spectrum of SfruOBP31 to host plant odorants, sex pheromones, and insecticides, suggesting its potential function in food, mate seeking, and pesticide resistance. These results provide guidance for future research on the development of behavioral regulators of S. frugiperda or other environmentally friendly pest-control strategies.