Anagrus nilaparvatae is an important egg parasitoid wasps of rice pests rice planthopper. Based on the powerful olfactory system of sensing chemical information in nature, A. nilaparvatae shows complicated life activities and behaviors, such as feeding, mating and hosting. In this study, we constructed a full-length transcriptome library and further to identify the characteristics of olfactory binding proteins, the first participant in the olfactory system. Through full-length transcriptome sequencing, splicing, assembly, and data correction by Illumina, we obtained 163.59Mb of transcriptome data and 501,179 items of annotation information, and performed GO functional classification of unigenes of the transcriptome. We analyzed the sequence characteristics of olfactory binding protein genes, and 8 genes (AnilOBP2, AnilOBP9 AnilOBP23, AnilOBP56, AnilOBP83, AnilCSP5, AnilCSP6 and AnilNPC2) were identified. After sequence alignment and conserved domain prediction, the 8 proteins were consistent with the typical characteristics of OBPs, CSPs and NPC2s in insects. The phylogenetic tree analysis showed that the 8 genes share low homology relationship with other species in Hymenopteran. Finally, RT-qPCR was used to analyze the expression responses of the 8 genes in different genders and stimulated by volatiles. The relative expression levels of AnilOBP9, AnilOBP26, AnilOBP83, AnilCSP5 and AnilNPC2 in males were significantly higher than those in female, while the relative expression levels of AnilCSP6 were opposite. The expression levels of AnilOBP9 and AnilCSP6 were significantly altered by the stimulation of β-caryophylene, suggesting the two genes may be related to host searching. In this study, the transcriptome data of parasitoid wasps A. nilaparvatae could provide a reference for the molecular biology research of the parasitoids, and the identification and analysis of olfactory binding proteins not only help us further clarify the physiological characteristics and parasitic mechanism of the parasitoids, but also promote the utilization of natural enemy resources.