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The closely related species <i>Helicoverpa armigera</i> (<i>H. armigera</i>) and <i>Helicoverpa assulta</i> (<i>H. assulta</i>) have different host plant ranges and share two principal components of sex pheromones but with reversed ratios. The antennae are the main olfactory organ of insects and play a crucial role in host plant selection and mate seeking. However, the genetic basis for gene expression divergence in the antennae of the two species is unclear. We performed an allele-specific expression (ASE) analysis in the antennal transcriptomes of the two species and their F₁ hybrids, examining the connection between gene expression divergence and phenotypic differences. The results show that the proportion of genes classified as all <i>cis</i> was higher than that of all <i>trans</i> in males and reversed in females. The contribution of regulatory patterns to gene expression divergence in males was less than that in females, which explained the functional differentiation of male and female antennae. Among the five groups of F₁ hybrids, the fertile males from the cross of <i>H. armigera</i> female and <i>H. assulta</i> male had the lowest proportion of misexpressed genes, and the inferred regulatory patterns were more accurate. By using this group of F₁ hybrids, we discovered that <i>cis</i>-related regulations play a crucial role in gene expression divergence of sex pheromone perception-related proteins. These results are helpful for understanding how specific changes in the gene expression of olfactory-related genes can contribute to rapid evolutionary changes in important olfactory traits in closely related moths.