The Lepidoptera are an insect order of cultural, economic, and environmental importance, representing ∼10% of all described living species. Yet, for all but one of these species (silkmoth, Bombyx mori), the molecular genetics of how sexual fate is determined remains unknown. We investigated this in the diamondback moth (Plutella xylostella), a globally important, highly invasive, and economically damaging pest of cruciferous crops. Our previous work uncovered a regulator of male sex determination in P. xylostella—PxyMasc, a homolog of B. mori Masculinizer—which, although initially expressed in embryos of both sexes, is then reduced in female embryos, leading to female-specific splicing of doublesex. Here, through sequencing small RNA libraries generated from early embryos and sexed larval pools, we identified a variety of small silencing RNAs (predominantly Piwi-interacting RNAs [piRNAs]) complementary to PxyMasc, whose temporal expression correlated with the reduction in PxyMasc transcript observed previously in females. Analysis of these small RNAs showed that they are expressed from tandemly arranged, multicopy arrays found exclusively on the W (female-specific) chromosome, which we term “Pxyfem”. Analysis of the Pxyfem sequences showed that they are partial complementary DNAs (cDNAs) of PxyMasc messenger RNA (mRNA) transcripts, likely integrated into transposable element graveyards by the noncanonical action of retrotransposons (retrocopies), and that their apparent similarity to B. mori feminizer more probably represents convergent evolution. Our study helps elucidate the sex determination cascade in this globally important pest and highlights the “shortcuts” that retrotransposition events can facilitate in the evolution of complex molecular cascades, including sex determination.