Sensory neuron membrane proteins (SNMPs) play an important role in pheromone detection and are considered a component of pheromone reception in insects. However, the SNMPs of Sitophilus zeamais Motschulsky, an important pest of stored cereals, have not previously been reported. In this study, we report four SNMPs (named SzeaSNMP1a, SzeaSNMP1b, SzeaSNMP2a, and SzeaSNMP2b) from the antennal transcriptome of adult S. zeamais, including their full-length open reading frames. Sequence alignment and phylogenetic analysis suggest that these SzeaSNMPs have the general characteristics of SNMPs (two transmembrane domains and six conserved cysteine residues) and belong to two SNMP subgroups. To estimate the expression of SzeaSNMPs in different tissues, we performed quantitative real-time PCR. The SzeaSNMP1 genes (SzeaSNMP1a and SzeaSNMP1b) are mainly expressed in the antennae of males and females and weakly expressed in non-olfactory tissues such as legs and wings. In contrast, the SzeaSNMP2 (SzeaSNMP2a and SzeaSNMP2b) genes are highly expressed in male and female antennae, but we also detected relatively high levels of expression in non-olfactory tissues, especially SzeaSNMP2a in legs and wings.