Pheromone-binding proteins (PBPs) are believed to be involved in the recognition of semiochemicals. In the present study, western blot analysis, fluorescence-binding characteristics and immunolocalization of CmedPBP4 from the rice leaffolder, Cnaphalocrocis medinalis, were investigated. Western blot analysis revealed that CmedPBP4 showed obvious antenna-specific expression patterns in female and male antenna, and made a clearly different sex-biased expression. Immunocytochemical labeling revealed that CmedPBP4 showed specific expression in the trichoid sensilla. Competitive fluorescence binding assays indicated that CmedPBP4 could selectively recognize three sex pheromone components (Z13-18:Ac, Z11-16:Al and Z13-18:OH) and eleven rice plant volatiles, including cyclohexanol, nerolidol, cedrol, dodecanal, ionone, (−)-α-cedrene, (Z)-farnesene, β-myrcene, R-(+)-limonene, (−)-limonene, and (+)-3-carene. Meanwhile the CmedPBP4 detection of sex pheromones and host odorants was pH-dependent. Our results, for the first time, provide further evidence that trichoid sensilla might be play an important role in detecting sex pheromones and host plant volatiles in the C. medinalis moth. Our systematic studies provided further detailed evidence for the function of trichoid sensilla in insect semiochemical perception.