The shortage of available genomic and transcriptomic data hampers the molecular study on the migratory locust, Locusta migratoria manilensis (L.) (Orthoptera: Acrididae) central nervous system (CNS). In this study, locust CNS RNA was sequenced by deep sequencing. 41,179 unigenes were obtained with an average length of 570 bp, and 5,519 unigenes were longer than 1,000 bp. Compared with an EST database of another locust species Schistocerca gregaria Forsskåi, 9,069 unigenes were found conserved, while 32,110 unigenes were differentially expressed. A total of 15,895 unigenes were identified, including 644 nervous system relevant unigenes. Among the 25,284 unknown unigenes, 9,482 were found to be specific to the CNS by filtering out the previous ESTs acquired from locust organs without CNS's. The locust CNS showed the most matches (18%) with Tribolium castaneum (Herbst) (Coleoptera: Tenebrionidae) sequences. Comprehensive assessment reveals that the database generated in this study is broadly representative of the CNS of adult locust, providing comprehensive gene information at the transcriptional level that could facilitate research of the locust CNS, including various physiological aspects and pesticide target finding.