The moth Eogystia hippophaecolus (Hua et al.) is a major threat to sea buckthorn plantations in China. Specific and highly efficient artificial sex pheromone traps have been developed and used to control this pest species. However, the biosynthesis of sex pheromones Z7-14: Ac and E3-14:Ac remains poorly understood. We investigated the female pheromone gland transcriptome of E. hippophaecolus and identified two pheromone biosynthesis-activating neuropeptides (PBANs), two pheromone biosynthesis-activating neuropeptide receptors (PBANrs), five acetyl-CoA carboxylases (ACCs), six fatty acid synthases (FASs), 16 Acyl-CoA desaturases (DESs), 26 reductases (REDs), 13 acetyltransferases (ACTs), one fatty acid transport protein (FATP), one acyl-CoA-binding protein (ACBP), and five elongation of very long-chain fatty acid proteins (ELOs) in pheromone biosynthesis pathways. Additionally, we identified 11 odorant-degrading enzymes (ODEs) and 16 odorant-binding proteins (OBPs), 14 chemosensory proteins (CSPs), two sensory neuron membrane proteins (SNMPs), three odorant receptors (ORs), seven ionotropic receptors (IRs), and six gustatory receptors (GRs). 77 unigenes involved in female pheromone biosynthesis, 31 chemoreception proteins and 11 odorant degradation enzymes were identified, which provided insight into the regulation of the pheromone components and pheromone recognition in the sex pheromone gland, and knowledge pertinent to new integrated pest management strategy of interference pheromone biosynthesis and recognition.