We present a genome assembly from an individual male Yponomeuta sedella (the Grey Ermine; Arthropoda; Insecta; Lepidoptera; Yponomeutidae). The genome sequence is 658 megabases in span. Most of the assembly is scaffolded into 31 chromosomal pseudomolecules, including the assembled Z sex chromosome. The mitochondrial genome has also been assembled and is 16.4 kilobases in length. Gene annotation of this assembly on Ensembl has identified 13,010 protein coding genes.