In the present study, some morphological structures of antennae, maxillary palps and caudal setae of fourth instar larvae of laboratory-reared phlebotomine sand flies (Lutzomyia longipalpis, L. migonei, L. evandroi, L. lenti, L. sericea, L. whitmani and L. intermedia) of the State of Ceará, Brazil, were examined under scanning electron microscopy. The antennal structures exhibited considerable variation in the morphology and position. A prominent digitiform distal segment has been observed only on the antenna of species of the subgenus Nyssomyia. The taxonomic relevance of this and other antennal structure is discussed. The papiliform structures found in the maxillae and the porous structures of the caudal setae of all species examined may have chemosensory function. Further studies with transmission electron microscopy are needed to better understand the physiological function of these external structures.