The ability of animals to learn and remember is an important adaptation for coping with environmental changes. The fitness benefits provided by these cognitive skills, in conjunction with social behaviours, contribute to the success of social insects. How these abilities are shared among the different castes and the long-term persistence of memory are now being elucidated in diverse systems, work that should shed light on general principles underlying cognitive evolution. Here, we provide the first evidence of olfactory learning and long-term olfactory memory in all three castes of an Asian hornet, Vespa velutina. Using the first proboscis extension reflex assay developed for hornets or wasps, we found that all hornet castes could learn and remember odours associated with a food reward. Moreover, long-lasting memory was retained without significant decay in gynes (virgin queens) and drones even up to 30 days (workers did not survive for 30 days). Drones learned and remembered simple odorant molecules and gyne sex pheromone with equal facility. These results increase our understanding of the outstanding cognitive abilities of social insects and suggest the likely importance of long-lasting memory in different castes of the same species.