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Desert locusts (Schistocerca gregaria) show a dramatic form of socially induced phenotypic plasticity known as phase polyphenism. In the absence of conspecifics, locusts occur in a shy and cryptic solitarious phase. Crowding with conspecifics drives a behavioural transformation towards gregariousness that occurs within hours and is followed by changes in physiology, colouration and morphology, resulting in the full gregarious phase syndrome. We analysed methylation-sensitive amplified fragment length polymorphisms (MS-AFLP) to compare the effect of acute and chronic crowding on DNA methylation in the central nervous system. We find that crowd-reared and solitary-reared locusts show markedly different neural MS-AFLP fingerprints. However, crowding for a day resulted in neural MS-AFLP fingerprints that were clearly distinct from both crowd-reared and uncrowded solitary-reared locusts. Our results indicate that changes in DNA methylation associated with behavioural gregarisation proceed through intermediate states that are not simply partial realisations of the endpoint states.