Abstract. In an ultrastructural study of the apical antenna of the last nymphal stages of Libellula depressa (Odonata: Libellulidae), we found long sensilla trichodea, 2 sensory pegs, and a coeloconic sensillum on the last article of the flagellum (the distal part of the antenna). The long sensilla trichodea are mechanoreceptors, almost identical to the long filiform hairs of some terrestrial insects and the first sensilla of this kind to be described in aquatic insects. Particular attention was given to the complex coeloconic sensillum, a compound sensillum innervated by 2 groups of 3 neurons wrapped in a dendritic sheath. A cuticular sleeve envelops the distal portion of the outer dendritic segment. The cuticle of the coeloconic sensillum shows wide channels and is contiguous to the underlying granular and fibrillar layer. Similar structures on the antennae of the adults of other dragonflies were identified as chemoreceptors in previous studies. We hypothesize that this larval coeloconic sensillum might likewise have a chemosensory function, responding to molecules that diffuse through the cuticle and the underlying granular and fibrillar layer, as no clear pore or pore‐tubule system is visible. Alternative functions are also explored on the basis of morphological details.