Lepidoptera is the second largest order of Insecta, including moths and butterflies. There are also many pests harmful to agriculture and forestry, such as Plutella xylostella, Helicoverpa armigera, Hyphantria cunea, and etc. Because they have developed high resistance to a variety of chemical pesticides, thus novel pest control measures are urgently needed. In recent years, the technology based on the regulation of insect olfactory behavior has been regarded as a novel green and sustainable pest control approach, which has attracted widespread attention. Insect olfaction plays a crucial role in seeking hosts, courtship, finding suitable oviposition sites, and avoiding natural enemies. Further exploring the olfactory mechanism of insects will provide a new idea and reference for the development of efficient olfactory behavior regulators. This paper mainly reviews the research progress of the molecular mechanism of olfactory perception on peripheral level in Lepidoptera insects in recent four years, including several important genes: odorant binding proteins (OBPs), chemosensory proteins (CSPs), sensory neuron membrane proteins (SNMPs), odorant receptors (ORs), ionotropic receptors (IRs) and odorant degrading enzymes (ODEs). Furthermore, the future research direction is prospected.