Olfaction plays an important role in insects in recognizing volatile compounds, which are used to find food and mates, as well as avoid danger, predators and pathogens. The key players in the detection of volatile compounds are olfactory receptor (OR) proteins, which are located within the dendritic membrane of sensory neurons and extend into the lymph of sensilla on insect antennae. In the present study, we identify an OR gene, named SexiOR3, which is expressed in adult antenna in both sexes, but with female bias, in the beet armyworm moth Spodoptera exigua. Further in situ hybridization analysis revealed that SexiOR3 was mainly located in short trichoid sensilla. In in vitro heterologous expression experiments, SexiOR3 was narrowly tuned to E-β-farnesene and several compounds of related structure, among 62 different compounds tested in this study. Furthermore, SexiOR3 responds to E-β-farnesene at a low concentration of 10−9 M, comparable to that of pheromone receptors (PRs) responding to the pheromones. This is a very interesting finding for a general OR, indicating that high specificity is a feature of at least one general OR and not only the PRs. The results suggest that the OR3 gene may play an important role in the moth olfactory system, and underpins important insect behaviour.