The desert locust (Schistocerca gregaria), which forms a huge swarm, consuming large amounts of wild and agricultural plants, is the most destructive migratory pest in the world. Recently, a large-scale locust plague occurred from Africa to South Asia. The main methods used to control these pests, which involve the use of inexpensive and highly residual insecticides, are raising concerns on their impact on humans, domestic animals, and the environment. Cell lines are a useful research tool in molecular biological analysis and drug discovery; however, no cell line is yet available for the research of S. gregaria. Here, we succeeded in establishing a cell line (Sg-155 cells) from S. gregaria embryos and validated its utility. Soaking with low concentrations of dsRNA induced high and long-lasting RNAi efficiency in Sg-155 cells. Furthermore, response to an insect hormone, a candidate target as an anti-locust agent, was observed at the gene expression level. Thus, the Sg-155 cell line is useful in exploring and evaluating target genes and could therefore be applied as a high-throughput screening tool in the development of anti-locust agents.