As an important polyphagous agricultural insect pest species, the adults of Helicoverpa armigera (Lepidoptera: Noctuidae) have the traits and habit of feeding various flower nectar as complementary nutrition. Two common floral volatiles, phenylacetaldehyde and benzyl acetate, which being released from a number of nectar host and oviposition host plant species of many moths and exhibited fairly strong attractiveness in previous field trapping experiments, are the key olfactory cues on guiding the flower-visiting behaviour of various moth species, including H. armigera. To elucidate the associative learning ability of H. armigera moths to these floral volatiles, we tested the odour choice preference of the male and female moths after different training treatments (naïve, exposure, and conditioning) in a dual choice bioassay, as well as the electroantennographic (EAG) responses of the male moths to these odours (use cis-3-hexen-1-ol as a reference) after corresponding treatments. The results of the odour preference bioassay manifested that, the choice frequencies of the naïve group (having no contact experience with the floral odours) did not differ significantly between phenylacetaldehyde and benzyl acetate; moreover the exposure treatment (exposure to these odours without the association of food rewarding) could not also induce significant alteration of the odour preference; interestingly, the conditioning treatment (conditioning with the pairs of conditioned stimuli [floral odour] and the unconditioned stimulus [sucrose solution]) significantly altered the odour preference pattern, suggesting that H. armigera moths could associate the olfactory cues with the presence of food reward. Comparison of the learning performance of H. armigera conditioned with different floral odours showed that, phenylacetaldehyde was easier to be associated with sucrose solution than benzyl acetate, and the choice response percents of the males and females to phenylacetaldehyde correspondingly reached up to 70.00% and 67.50% after conditioned, respectively, but the individuals in the benzyl acetate-conditioned group only exhibited a weak discrimination response to the paired odour sources, suggesting that the preference of H. armigera to benzyl acetate was an innate response rather than later learned response. The difference in associative learning between the two sexes was also studied. The results suggested that the female moths had stronger learning capacity of associating floral odours with sucrose solution than that of the male moths, which might be caused by the differential nectar-feeding requirements between sexes, since that three behaviors (feeding, mating, and oviposition) are involved in the life of female moths while oviposition is absent in the life of male moths. The results of EAG recording showed that the EAG responses of all the three male groups (naïve, exposure, and conditioning) to the two floral odours and a green leaf volatile (cis-3-hexen-1-ol) did not differ significantly, suggesting that the associative learning of the males to phenylacetaldehyde occurred at the level of central nervous system rather than at the level of peripheral nervous system such as the olfactory receptor in the antennae. Taken together, the associative learning experience of floral odours paired with food resource could further improve the selection preference of H. armigera moths to the odour used as the conditioned stimulus. Our results provided a foundation for the further optimization of the formula design and field application of floral odour-based attractants on the basis of the associative learning.