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The flight performance of animals depends greatly on the efficacy with which they generate aerodynamic forces. Accordingly, maximum range, load-lifting capacity and peak accelerations during manoeuvres are all constrained by the efficiency of momentum transfer to the wake. Here, we use high-speed particle image velocimetry (1 kHz) to record flow velocities in the near wake of desert locusts (Schistocerca gregaria, Forskal). We use the measured flow fields to calculate time-varying span efficiency throughout the wing stroke cycle. The locusts are found to operate at a maximum span efficiency of 79 per cent, typically at a plateau of about 60 per cent for the majority of the downstroke, but at lower values during the upstroke. Moreover, the calculated span efficiencies are highest when the largest lift forces are being generated (90% of the total lift is generated during the plateau of span efficiency) suggesting that the combination of wing kinematics and morphology in locust flight perform most efficiently when doing the most work.