Simple Summary The greater wax moth, Galleria mellonella Linnaeus (Lepidoptera: Pyralidae), is a ubiquitous pest of the apicultural industry. We identified two novel aldehyde oxidase genes through transcriptomic analysis (GmelAOX2 and GmelAOX3) that are related to its olfactory system. GmelAOX2 is part of the clade with odorant-degrading enzyme function and shows sex-biased expression, and both GmelAOX2 and GmelAOX3 are more highly expressed in male antennae rather than female antennae. These enzymes have a crucial role in metabolizing sex pheromone compounds as well as plant-derived aldehydes, which are related to honeycombs and the life cycle of G. mellonella. Odorant-degrading enzymes (ODEs) are proposed to degrade/inactivate volatile organic compounds (VOCs) on a millisecond timescale. Thus, ODEs play an important role in the insect olfactory system as a reset mechanism. The inhibition of these enzymes could incapacitate the olfactory system and, consequently, disrupt chemical communication, promoting and complementing the integrated pest management strategies. Here, we report two novel aldehyde oxidases, AOX-encoding genes GmelAOX2 and GmelAOX3, though transcriptomic analysis in the greater wax moth, Galleria mellonella. GmelAOX2 was clustered in a clade with ODE function, according to phylogenetic analysis. Likewise, to unravel the profile of volatiles that G. mellonella might face besides the sex pheromone blend, VOCs were trapped from honeycombs and the identification was made by gas chromatography-mass spectrometry. Semi-quantitative RT-PCR showed that GmelAXO2 has a sex-biased expression, and qRT-PCR indicated that both GmelAOX2 and GmelAOX3 have a higher relative expression in male antennae rather than female antennae. A functional assay revealed that antennal extracts had the strongest enzymatic activity against undecanal (4-fold) compared to benzaldehyde (control). Our data suggest that these enzymes have a crucial role in metabolizing sex pheromone compounds as well as plant-derived aldehydes, which are related to honeycombs and the life cycle of G. mellonella.