Insect legs serve as crucial organs for locomotion and also act as sensory probes into the environment. They are involved in several complex movements including walking, jumping, prey capture, manipulation of objects, and self-grooming. These behaviors require continuous modulation of motor output through mechanosensory feedback, which is provided by numerous mechanosensors located on the cuticle and within the soft tissue. A key mechanosensory organ in the insect leg, the femoral chordotonal organ (FeCO), detects movements of the femoro-tibial joint. This organ is multifunctional and senses both self-generated movements (proprioception) and external stimuli (exteroception). Movements of the tibia alter the length of FeCO, which activates the embedded mechanosensory neurons. Due to the mechanical nature of these stimuli, the structure and material properties of the FeCO are crucial for their function, alongside the encoding properties of FeCO neurons. Here, as a first step toward understanding how its structure modulates its function, we characterized the morphology and anatomy of FeCO in the hawkmoth Daphnis nerii. Using a combination of computed micro-tomography, neuronal dye fills, and confocal microscopy, we describe the structure of FeCO and the location, composition, and central projections of FeCO neurons. FeCO is located in the proximal half of the femur and is composed of the ventral (vFeCO) and dorsal scoloparia (dFeCO), which vary vastly in their sizes and in the number of neurons they house. Moreover, the characteristic accessory structures of chordotonal organs, the scolopales, significantly differ in their sizes when compared between the two scoloparia. FeCO neurons project to the central nervous system and terminate in the respective hemiganglia. Using these morphological data, we propose a mechanical model of FeCO, which can help us understand several FeCO properties relating to its physiological function.