Pheromone-binding proteins (PBPs) are distributed widely on the antennae of insects, and they are believed to be involved in the process of chemical signal transduction, but their interaction with chemicals is largely unknown. Here, we present our findings on the key amino acid residues of PBPs in the gypsy moth, Lymantria dispar. Potential key residues were screened with the Calculate Mutation Energy program and molecular docking methods. Mutated proteins were obtained by mutating residues to alanine via site-directed mutagenesis. Circular dichroism (CD) spectroscopy showed that the mutated proteins formed α-helix, and the stability of protein structure was influenced due to mutations. Fluorescence binding assays were further conducted with the mutated proteins, sex pheromones and analogues. Results showed that to PBP 1, tyrosine at position 41 and phenylalanine at position 76 could be the key amino acid residues influencing the stability of structure; in addition, phenylalanine at 36 and lysine at position 94 could be key amino acid residues interacting with chemicals. To PBP 2, glycine at position 49, phenylalanine at position 76 and lysine at position 121 could be the key amino acid residues in the structural stability. These results shed light on the relationship between the specific amino acids and functions of PBPs in transmitting the chemical signals.