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Using light and electron microscopy (both scanning and transmission), we observed the presence of sensilla chaetica and hairs on the cerci of the migratory locust, Locusta migratoria L. (Orthoptera: Acrididae). Based on their fine structures, three types of sensilla chaetica were identified: long, medium, and short. Males presented significantly more numbers of medium and short sensilla chaetica than females (p<0.05). The other hairs can also be distinguished as long and short. Sensilla chaetica were mainly located on the distal parts of the cerci, while hairs were mostly found on the proximal parts. Several dendritic branches, enveloped by a dendritic sheath, are present in the lymph cavity of the sensilla chaetica. Long, medium, and short sensilla chaetica contain five, four and three dendrites, respectively. In contrast, no dendritic structure was observed in the cavity of the hairs. By immunocytochemistry experiments only odorant-binding protein 2 from L. migratoria (LmigOBP2) and chemosensory protein class I from the desert locust, Schistocerca gregaria Forsskal (SgreCSPI) strongly stained the outer lymph of sensilla chaetica of the cerci. The other two types of hairs were never labeled. The results indicate that the cerci might be involved in contact chemoreception processes.