Sex role differentiation is a widespread phenomenon. Sex pheromones are often associated with sex roles and convey sex-specific information. In Lepidoptera, females release sex pheromones to attract males, which evolve sophisticated olfactory structures to relay pheromone signals. However, in some primitive moths, sex role differentiation becomes diverged. Here, we introduce the chromosome-level genome assembly from ancestral Himalaya ghost moths, revealing a unique olfactory evolution pattern and sex role parity among Lepidoptera. These olfactory structures of the ghost moths are characterized by a dense population of trichoid sensilla, both larger male and female antennal entry parts of brains, compared to the evolutionary later Lepidoptera. Furthermore, a unique tandem of 34 odorant receptor 19 homologs in Thitarodes xiaojinensis (TxiaOr19) has been identified, which presents overlapped motifs with pheromone receptors (PRs). Interestingly, the expanded TxiaOr19 was predicted to have unconventional tuning patterns compared to canonical PRs, with non-sexual dimorphic olfactory neuropils discovered, which contributes to the observed equal sex roles in Thitarodes adults. Additionally, transposable element activity bursts have provided traceable loci landscapes where parallel diversifications occurred between TxiaOr19 and PRs, indicating that the Or19 homolog expansions were diversified to PRs during evolution and thus established the classic sex roles in higher moths. This study elucidates an olfactory prototype of intermediate sex communication from Himalaya ghost moths.