Filiform hairs of crickets are of great interest to engineers because of their highly sensitive response to low velocity air currents. In this study, the cercal sensory system of a common house cricket has been analyzed. The sensory system consists of two antennae like appendages called cerci that are situated at the rear of the cricket’s abdomen. Each cercus is covered with 500–750 flow sensitive hairs that are embedded in a complex viscoelastic socket that acts as a spring -dashpot system and guides the movement of the hair. When the hair deflects due to the drag force induced on its length by a moving air-current, the spiking activity of the neuron and the combined spiking activity of all hairs are extracted by the cercal sensory system. The hair has been experimentally studied by few researchers though its characteristics are not fully understood. The socket structure has not been analyzed experimentally or theoretically from a mechanical standpoint. Therefore, this study aims to understand the dynamic response of socket and its interaction with the filiform hair. First, a 3D Finite Element Analysis (FEA) model, representing hair and hair-socket, has been developed. Then the dynamic analysis is conducted utilizing the appropriate load and boundary conditions based on the physical conditions that an insect experiences. These numerical analyses aid to understand the dynamic response of the hair and hair-socket system. The operating principles of the hair and hair-socket could be used for the design of highly responsive MEMS devices such as fluid flow sensors or micro-manipulators.