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Chemical stimuli, generally constituted by small volatile organic molecules, are extremely important for the survival of different insect species. In the course of evolution, insects have developed very sophisticated biochemical systems for the binding and the delivery of specific semiochemicals to their cognate membrane-bound receptors. Chemosensory proteins (CSPs) are a class of small soluble proteins present at high concentration in insect chemosensory organs; they are supposed to be involved in carrying the chemical messages from the environment to the chemosensory receptors. In this paper, we report on the solution structure of CSPsg4, a chemosensory protein from the desert locust Schistocerca gregaria, which is expressed in the antennae and other chemosensory organs. The 3D NMR structure revealed an overall fold consisting of six alpha-helices, spanning residues 13-18, 20-31, 40-54, 62-78, 80-90, and 97-103, connected by loops which in some cases show dihedral angles typical of beta-turns. As in the only other chemosensory protein whose structure has been solved so far, namely, CSP from the moth Mamestra brassicae, four helices are arranged to form a V-shaped motif; another helix runs across the two V’s, and the last one is packed against the external face. Analysis of the tertiary structure evidenced multiple hydrophobic cavities which could be involved in ligand binding. In fact, incubation of the protein with a natural ligand, namely, oleamide, produced substantial changes to the NMR spectra, suggesting extensive conformational transitions upon ligand binding.