The funnel-web spider Macrothele calpeiana is a charismatic Mygalomorph with a great interest in basic, applied and translational research. Nevertheless, current scarcity of genomic and transcriptomic data of this species clearly limits the research in this non-model organism. To overcome this limitation, we launched the first tissue-specific enriched RNA-seq analysis in this species using a subtractive hybridization approach, with two main objectives, to characterize the specific transcriptome of the putative chemosensory appendages (palps and first pair of legs), and to provide a new set of DNA markers for further phylogenetic studies. We have characterized the set of transcripts specifically expressed in putative chemosensory tissues of this species, much of them showing features shared by chemosensory system genes. Among specific candidates, we have identified some members of the iGluR and NPC2 families. Moreover, we have demonstrated the utility of these newly generated data as molecular markers by inferring the phylogenetic position M. calpeina in the phylogenetic tree of Mygalomorphs. Our results provide novel resources for researchers interested in spider molecular biology and systematics, which can help to expand our knowledge on the evolutionary processes underlying fundamental biological questions, as species invasion or biodiversity origin and maintenance.