Using scanning electron microscope, eight types of sensilla were found on the antennae of all castes in eight Bombus species (Hymenoptera: Apidae) collected in Jilin Province, China. The numbers of various types of antennal sensilla were analyzed by rough set data analysis method to determine which sensillum type might be useful in species and caste discrimination. The results showed that the number of sensilla basiconica A, B (s. t. a, s. t. b), sensilla trichodea A, B, C/ D (s. t. a, s. t. b, s. t. c/ d) and sensilla placodea (s. p) can be used in species discrimination, whereas only types s. t. a, s. t. b, and s. t. b are relevant in caste discrimination. Other types of sensilla had a lower taxonomic value for species and caste discrimination. This study provides a mathematic reference for the function research of antennal sensilla of Bombus determined by single-cell recording at both peripheral and antennal lobe (central nervous system) levels.