The distribution and morphology of antennal sensilla coeloconica in parasitic and predaceous biting midges were studied in females of Forcipomyia (feeding on the blood of frogs), Atrichopogon (feeding on haemolymph), Austroconops, Culicoides (feeding on the blood of birds and mammals) and Brachypogon (feeding on haemolymph and dissolved tissues of insects) (all: Diptera: Ceratopogonidae). A Lower Cretaceous female of Archiculicoides (Diptera: Ceratopogonidae) from Lebanese amber, which fed on the blood of unknown vertebrates, was also examined. In sensilla coeloconica ringed by microtrichia, the peg is grooved longitudinally and protrudes distinctly from the pit. We suggest that the microtrichia encircling the protruding peg form a structure resembling a picket fence in order to maintain a higher level of humidity, which facilitates the capture and transport of odour molecules through the channels in the peg wall. Sensilla coeloconica ringed by microtrichia function as very effective chemoreceptors in host‐ and prey‐seeking activity. During the evolution of Ceratopogonidae, sensilla coeloconica with a fence of microtrichia have evolved twice in groups feeding on the blood of vertebrates (i.e. in the basal lineage: Lower Cretaceous or earlier) and in the subgenus Lasiohelea of Forcipomyia (Palaeogene). Sensilla coeloconica ringed by microtrichia are described for the first time in the relict genus Austroconops.