Holotrichia parallela is one of the most severe crop pests in China, affecting peanut, soybean, and sweet potato crops. Previous work showed that Cry8Ea toxin is highly effective against this insect. In order to identify Cry8Ea-binding proteins in the midgut cells of H. parallela larvae, we assembled a midgut tissue transcriptome by high-throughput sequencing and used this assembled transcriptome to identify Cry8Ea-binding proteins by liquid chromatography-tandem mass spectrometry (LC-MS/MS). First, we obtained de novo sequences of cDNAs from midgut tissue of H. parallela larvae and used available cDNA data in the GenBank. In a parallel assay, we obtained 11 Cry8Ea-binding proteins by pull-down assays performed with midgut brush border membrane vesicles. Peptide sequences from these proteins were matched to the H. parallela newly assembled midgut transcriptome, and 10 proteins were identified. Some of the proteins were shown to be intracellular proteins forming part of the cell cytoskeleton and/or vesicle transport such as actin, myosin, clathrin, dynein, and tubulin among others. In addition, an apolipophorin, which is a protein involved in lipid metabolism, and a novel membrane-bound alanyl aminopeptidase were identified. Our results suggest that Cry8Ea-binding proteins could be different from those characterized for Cry1A toxins in lepidopteran insects.