This dataset contains the assembly and annotation of the mitochondrial genome and of the nuclear genome of the Mediterranean corn borer (Sesamia nonagrioides, Noctuidae, Lepidoptera), a major pest of maize in Europe and Africa. The DNA used to generate this assembly was extracted from a pool of inbred males and females third instar larvae. The assembly is based on short- and long-read sequencing. The complete mitochondrial genome is 15,330 bp and contains all expected 13 and 24 protein-coding and RNA genes, respectively. The nuclear assembly is 1,021 Mbp, composed of 2,553 scaffolds and it has an N50 of 1,105 kbp. A total of 17,230 protein-coding genes were predicted, including 15,776 with InterPro domains. These genome assemblies provide a solid molecular basis to study insect genome evolution and to further develop biocontrol strategies against S. nonagrioides.