During outbreaks, flightless Mormon crickets [Anabrus simplex Haldeman (Orthoptera: Tettigoniidae)] form large mobile groups known as migratory bands. These bands can contain millions of individuals that march en masse across the landscape. The role of environmental cues in influencing the movement direction of migratory bands is poorly understood and has been the subject of little empirical study. We examined the effect of wind direction on Mormon cricket migratory band movement direction by monitoring the local weather conditions and daily movement patterns of individual insects traveling in bands over the same time course at three close, but spatially distinct sites. Although weather conditions were relatively homogeneous across sites, wind directions tended to be more variable across sites during the morning hours, the period during which directional movement begins. Migratory bands at different sites traveled in distinctly different directions. However, we failed to find any evidence to suggest that the observed variation in migratory band movement direction was correlated with local wind direction at any time during the day. These results support the notion that the cues mediating migratory band directionality are likely to be group specific and that a role for landscape-scale environmental cues such as wind direction is unlikely.