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With the exception of honeybees, there have been few good invertebrate models for associative learning. Grasshoppers and locusts (Orthoptera: Acrididae) possess a number of characteristics that make them excellent candidates for such studies, and in this paper we present a novel protocol, based on a Y-maze, that is specifically designed for studying their learning and choice behaviour. Three separate experiments were conducted using individual gregarious forms of the desert locust, Schistocerca gregaria. In our first experiment, coloured arms of a two-sided Y-maze provided a large or small amount of wheat for nine choice-trials. In the second experiment, locusts discriminated odours with wheat rewards for nine choice-trials. The odour-wheat reward combinations were then reversed for an additional nine choice-trials. For the third experiment, the locusts again discriminated odours, but here we used artificial foods and the rewards differed in their concentration of protein and digestible carbohydrate. The results indicate that, in addition to showing good acquisition of choice performance, the locusts also took less time to reach the larger-rewarded option. The data indicate that our protocol is highly sensitive for recording choice behaviour in acridids and reveals the potential they have for advancing our current understanding of associative learning and the field of learning in general.