Spodoptera frugiperda among the China population employs a four-component sex pheromone blend to accelerate male-female allocation and mating behavior. The underlying molecular mechanism has been incompletely elucidated. In the current study, we showed that differences existed between genders toward the four sex pheromone components, including Z9-14:AC, Z7-12:AC, Z9-12:AC, and Z11-16:AC, in terms of electrophysiological responses and behavioral valences. Male adults were significantly more sensitive to all tested compounds than female adults. Furthermore, ecological outputs may be related to four pheromone-binding proteins, namely, SfruPBP1, SfruPBP2, SfruPBP3, and SfruPBP4. They formed four distinct clades within the lepidopteran phylogeny, and male adults expressed significantly higher levels of SfruPBP1 and SfruPBP2 than female adults. We observed the highest binding affinities of SfruPBP1 toward all four sex pheromone components. SfruPBP4 had moderate binding affinities for Z7-12:AC, Z11-16:AC, and Z9-12:AC, while SfruPBP2 showed binding toward Z9-14:AC. This observation suggests that SfruPBP1 plays a key role in sex pheromone discrimination and drives sexually biased behavioral decisions toward certain pheromone components. These findings will help to develop behavioral-mediating tools as part of integrated pest management approaches for this cross-border pest.