Among many kinds of insect semiochemicals, lepidopterous sex pheromones have been studied at the most depth and identified from females of more than 565 species in the world. However, scientists continue to be surprised at the diversity of the chemical structures of the pheromone components and their elaborate blending to produce species-specific communication systems, which play an important role in the reproductive isolation of sympatric insects. The studies of lepidopterous sex pheromones are related with ecology, biochemistry and genetics. In this paper we briefly reviewed and discussed the advances in moths' sex pheromone diversity, sex pheromone molecule structure identification, microcomponent function, application of synthetical sex pheromones, sex pheromone product enzymes, sex pheromone product regulative mechanism and sex pheromone receipt mechanism.