Odorant-binding proteins (OBPs) and chemosensory proteins (CSPs) are small soluble polypeptides that bind semiochemicals in the lymph of insect chemosensilla. In the genome of Anopheles gambiae, 66 genes encode OBPs and 8 encode CSPs. Here we monitored their expression through classical proteomics (2D gel-MS analysis) and a shotgun approach. The latter method proved much more sensitive and therefore more suitable for tiny biological samples as mosquitoes antennae and eggs. Females express a larger number and higher quantities of OBPs in their antennae than males (24 vs 19). OBP9 is the most abundant in the antennae of both sexes, as well as in larvae, pupae and eggs. Of the 8 CSPs, 4 were detected in antennae, while SAP3 was the only one expressed in larvae. Our proteomic results are in fairly good agreement with data of RNA expression reported in the literature, except for OBP4 and OBP5, that we could not identify in our analysis, nor could we detect in Western Blot experiments. The relatively limited number of soluble olfactory proteins expressed at relatively high levels in mosquitoes makes further studies on the coding of chemical messages at the OBP level more accessible, providing for few specific targets. Identification of such proteins in Anopheles gambiae might facilitate future studies on host finding behavior in this important disease vector.