Locusts are important pests of crops and natural vegetation, and they have been intensively studied in the last decades. With the emergence of insect farming for food and feed applications, the desert locust (Schistocerca gregaria) and the migratory locust (Locusta migratoria) hold great potential due to their high nutritional value and suitability for large-scale production. In this review, existing literature on nutritional requirements of these two species, and the interplay between dietary composition, locust growth, and performance are summarised. The provision of nutritionally balanced feed plays critical roles in sustaining physiological functions, which in turn reflect in their zoological performance. The article provides insights into optimising feed for locust farming and identifies knowledge gaps in available knowledge.