Hemocytes are the first line of defense in the invertebrate immune system. Understanding their roles in cellular immunity is important for developing more efficient mycoinsecticides. However, the exact classification of hemocytes has been inconsistent and the various types of phagocytes in Locusta migratoria are poorly defined. Herein, the Wright-Giemsa staining method and microscopy were employed to characterize the hemocytes of L. migratoria following infection by Metarhizium acridum. Hemocytes were classified into four types, including granulocytes, plasmatocytes, prohemocytes, and oenocytoids, based on size, morphology, and dye-staining properties. Each type of hemocyte was classified into several subtypes according to different ultrastructural features. At least four subtypes of granulocytes or plasmatocytes, including small-nucleus plasmatocytes, basophil vacuolated plasmatocytes, homogeneous plasmatocytes, and eosinophilic granulocytes, carried out phagocytosis. The percentage of total phagocytes increased two days after infection by M. acridum, then gradually declined during the next two days, and then increased sharply again at the fifth day. Our data suggested that plasmatocytes and granulocytes may be the major phagocytes that protect against invasion by a fungal pathogen in L. migratoria. Total hemocytes in locusts significantly increased in the initial days after infection and decreased in the late period of infection compared to controls. In the hemocoel, hyphal bodies were recognized, enwrapped, and digested by the phagocytes. Then, the broken hyphal pieces were packaged as vesicles to be secreted from the cell. Moreover, locusts might have a sensitive and efficient cellular immune system that can regulate phagocyte differentiation and proliferation before fungi colonize the host hemolymph.