In many animals, sex pheromones are involved in behavioral reproductive isolation, which is thought to be more important than other isolation barriers in causing rapid speciation. Lysmata species living in the western Atlantic waters have been recently redefined taxonomically, with some of the species having overlapping distribution. It has been found that prezygotic mating isolation is not complete between two Lysmata species—Lysmata wurdemanni and Lysmata boggessi—and there is asymmetry in mate recognition between the two species. Male-role L. wurdemanni can mate with female-role L. boggessi, but not vice versa. This study shows that the asymmetric mating isolation is caused by the difference in sex pheromone detection (both distance and contact sex pheromones). Male L. wurdemanni can detect and respond to distance sex pheromones secreted by female L. boggessi, even at low concentrations, but male L. boggessi did not respond to distance sex pheromones of L. wurdemanni at any concentration, which suggests that their asymmetric mate recognition is not caused by a different response threshold to conspecific and interspecific sex pheromones. Instead, minor differences in the molecular structure of sex pheromones and/or a different ratio in components of sex pheromones may result in asymmetric reproductive isolation.