The initial steps of odorant recognition in the insect olfactory system involve odorant binding proteins (OBPs) and odorant receptors (ORs). While large families of OBPs have been identified in the malaria vector A. gambiae, little is known about their expression pattern in the numerous sensory hairs of the female antenna. We applied whole mount fluorescence in Situ hybridization (WM-FISH) and fluorescence immunohistochemistry (WM-FIHC) to investigate the sensilla co-expression of eight A. gambiae OBPs (AgOBPs), most notably AgOBP1 and AgOBP4, which all have abundant transcripts in female antenna. WM-FISH analysis of female antennae using AgOBP-specific probes revealed marked differences in the number of cells expressing each various AgOBPs. Testing combinations of AgOBP probes in two-color WM-FISH resulted in distinct cellular labeling patterns, indicating a combinatorial expression of AgOBPs and revealing distinct AgOBP requirements for various functional sensilla types. WM-FIHC with antisera to AgOBP1 and AgOBP4 confirmed expression of the respective proteins by support cells and demonstrated a location of OBPs within sensilla trichodea. Based on the finding that AgOBP1 and AgOBP4 as well as the receptor type AgOR2 are involved in the recognition of indole, experiments were performed to explore if the AgOBP-types and AgOR2 are co-expressed in distinct olfactory sensilla. Applying two-color WM-FISH with AgOBP-specific probes and probes specific for AgOR2 revealed a close association of support cells bearing transcripts for AgOBP1 and AgOBP4 and neurons with a transcript for the receptor AgOR2. Moreover, combined WM-FISH/-FIHC approaches using an AgOR2-specific riboprobe and AgOBP-specific antisera revealed the expression of the “ligand-matched” AgOBP1, AgOBP4 and AgOR2 to single trichoid hairs. This result substantiates the notion that a specific response to indole is mediated by an interplay of the proteins.