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Chemical communication plays an important role in density-dependent phase change in locusts. However, the volatile components and emission patterns of the migratory locust, Locusta migratoria, are largely unknown. In this study, we identified the chemical compositions and emission dynamics of locust volatiles from the body and feces and associated them with developmental stages, sexes and phase changes. The migratory locust shares a number of volatile components with the desert locust (Schistocerca gregaria), but the emission dynamics of the two locust species are significantly different. The body odors of the gregarious nymphs in the migratory locust consisted of phenylacetonitrile (PAN), benzaldehyde, guaiacol, phenol, aliphatic acids and 2,3-butanediol, and PAN was the dominant volatile. Volatiles from the fecal pellets of the nymphs primarily consist of guaiacol and phenol. Principal component analysis (PCA) showed significant differences in the volatile profiles between gregarious and solitary locusts. PAN and 4-vinylanisole concentrations were significantly higher in gregarious individuals than in solitary locusts. Gregarious mature males released significantly higher amounts of PAN and 4-vinylanisole during adulthood than mature females and immature adults of both sexes. Furthermore, PAN and 4-vinylanisole were completely lost in gregarious nymphs during the solitarization process, but were obtained by solitary nymphs during gregarization. The amounts of benzaldehyde, guaiacol and phenol only unidirectionally decreased from solitary to crowded treatment. Aliphatic aldehydes (C7 to C10), which were previously reported as locust volatiles, are now identified as environmental contaminants. Therefore, our results illustrate the precise odor profiles of migratory locusts during developmental stages, sexes and phase change. However, the function and role of PAN and other aromatic compounds during phase transition need further investigation.