Many types of cuticular proteins are found in a single insect species, and their number and features are very diversified among insects. The cuticle matrix consists of many different proteins that confer the physical properties of the exoskeleton. However, the number and properties of cuticle proteins in Locusta migratoria remain unclear. In the present study, Illumina sequencing and de novo assembly were combined to characterize the transcriptome of L. migratoria. Eighty-one cuticular protein genes were identified and divided into five groups: the CPR family (51), Tweedle (2), CPF/CPFLs (9), CPAP family (9), and other genes (10). Based on the expression patterns in different tissues and stages, most of the genes as a test were distributed in the integument, pronotum and wings, and expressed in selected stages with different patterns. The results showed no obvious correlation between the expression patterns and the conservative motifs. Additionally, each cluster displayed a different expression pattern that may possess a different function in the cuticle. Furthermore, the complexity of the large variety of genes displayed differential expression during the molting cycle may be associated with cuticle formation and may provide insights into the gene networks related to cuticle formation.