Selection of suitable reference genes is crucial to accurately evaluate and normalize the relative expression level of target genes for gene function research. Our study selected suitable reference genes for analyzing the gene expression of Agrilus zanthoxylumi Hou (Coleoptera: Buprestidae). Six candidate genes were detected by real-time quantitative polymerase chain reaction: the histone gene, the β-tubulin gene, the actin gene, 18S ribosomal RNA, and 28S-1 and 28S-2 ribosomal RNA. The expression of the candidate reference genes in different tissue samples (head, thorax, abdomen, legs, and wings) of A. zanthoxylumi was evaluated and analyzed by using GeNorm, NormFinder, and BestKeeper software programs. Gene expression stability results show that the expression of the 28S-2 gene is the most stable of the six candidate genes in all tissues of female A. zanthoxylumi, followed by the 28S-1 gene. The actin gene has the most stable expression of the six genes in male tissues, followed by the 28S-2 gene. The screening results of reference genes with the most stable expression in different sexes and tissues obtained in this study can be used for the subsequent quantitative expression research of related genes and provide theoretical basis and reference materials for the research of related gene expression levels of A. zanthoxylumi.