Sensilla on the male terminalia of four different species of sand flies (Diptera: Psychodidae) are described. Two species belonged to the same species complex: Lutzomyia longipalpis (Lutz & Neiva) and L. cruzi (Mangabeira). Other Brazilian species complex was represented by L. lenti (Mangabeira) and L. carmelinoi (Ryan, Fraiha, Lainson & Shaw). Approximately 5–15 sensilla were found on the initial part of the styles of all species. Structurally, the sensory organs were similar to small coeloconica sensilla. Their number varied both individually and interspecifically. These sensilla may play an important role in the copulation behavior of these species of sand flies.