Sex pheromones are intraspecific olfactory signals emitted by one sex to attract a potential mating partner. Behavioural responses to sex pheromones are generally highly stereotyped. However, they can be modulated by experience, as male moths previously exposed to female sex pheromone respond with a lower threshold upon further detection, even after long delays. Here, we address the question of the neural mechanisms underlying such long-term modulation. As previous work has shown increased responses to pheromone in central olfactory neurons, we asked whether brief exposure to the pheromone increases input activity from olfactory receptor neurons. Males pre-exposed to sex pheromone exhibited increased peripheral sensitivity to the main pheromone component. Among nine antennal genes targeted as putatively involved in pheromone reception, one encoding a pheromone-binding protein showed significant upregulation upon exposure. In the primary olfactory centre (antennal lobe), the neural compartment processing the main pheromone component was enlarged after a brief pheromone exposure, thus suggesting enduring structural changes. We hypothesise that higher peripheral sensitivity following pre-exposure leads to increased input to the antennal lobe, thus contributing to the structural and functional reorganization underlying a stable change in behaviour.