1. Thermoregulation is a central aspect of animal physiology. Mobile ectotherms have the potential to influence their temperature through their location and orientation. Behavioural thermoregulation has been extensively studied in insects, particularly in the migratory locust (Locusta migratoria). However, most field studies are confined to daytime observations typically using invasive thermocouples with obvious potential to disrupt natural behaviour. 2. We demonstrate that miniature radio-transmitters represent an alternative and less invasive method to study insect thermoregulation. We discuss how this method can be used to study the thermal behaviour of free-ranging animals for extended periods. Specifically, we show that there is a close correlation between temperature recordings from implanted thermocouples in locusts (L. migratoria) and externally mounted radio transmitters on the same animals. 3. Our experiments match earlier observations of locust thermoregulatory behaviour confirming that the locusts with transmitters exhibit “normal” thermoregulatory responses to feeding and to infections (behavioural fever). 4. Finally, we demonstrate the practicality of a radio-transmitter based system by recording natural thermoregulatory behaviour of locusts in a semi-field setting. Our field study showed locusts actively chose warm microclimates during the day and cold microclimates at night. We conclude that the use of radio-telemetry in studies of behavioural thermoregulation in wild insects could provide unique continuous recordings of body temperature over several days. Such data will provide researchers with a more complete understanding of how insects use behavioural thermoregulation in nature.