Gynaephora menyuanensis Yan & Zhou is one of the most devastating pests that harm the ecosystem of alpine meadows and hinder the advancement of animal husbandry. However, the current knowledge of the morphology of the different developmental stages within G. menyuanensis reveals an information deficit that needs to be addressed. This study is the first to report the life history, sexual dimorphism, and morphology of eggs, mature larvae, pupae, and adult antennal sensilla types of G. menyuanensis. This study used a K-means clustering method, based on the head width, body length, body width, and the number of crochets of larvae at each instar, to differentiate instars of G. menyuanensis; the description of the morphology of larvae, pupae, and adult antennae employed light microscopy and scanning electron microscopy photographs. The results revealed that the instar grouping was reliable and verified by the Brooks-Dyar combined with Crosby rules, revealing that the larval stage of G. menyuanensis comprises 7 instars. This species produces one generation per year in the alpine meadow, with its life cycle lasting approximately 300 d in total. The pupae and adult antennae significantly differed between the sexes, indicating sexual dimorphism in the 2 genders. Nine types and 14 subtypes of antennal sensilla were observed in male antennae (bipectinate), while only 3 types and 3 subtypes were found in female adult antennae (club-like). Our findings have implications for better understanding the life history, adaptation strategies under extreme environmental conditions on the Qinghai-Tibet Plateau and developing scientific and effective pest control methods.