Coeloconic sensilla on the antenna of Locusta migratoria were investigated electrophysiologically, labeled and then examined under the scanning or transmission electron microscope. They can be categorized into two main morphological types: 1) sensilla with wall pores and two concentric cuticular walls (wp-dw sensilla), and 2) sensilla lacking wall pores (np-sensilla). Hygroreceptors were observed only in np-sensilla. Olfactory receptors were observed in wp-dw sensilla, but not in np-sensilla. Cold-sensitive units were fund in both types. Wp-dw sensilla with a cold-sensitive unit also manifest a fatty acid olfactory receptor. This cold-sensitive unit appears to be less sensitive to drops in temperature than the cold receptor combined with hygroreceptors in np-sensilla. Recordings from both types revealed up to three or sometimes four units that could be distinguished on the basis of impulse amplitude. The number of np-sensilla on each antennal segment ranges from 0 to 6. These sensilla are pegs 4--5 micrometer long with a terminal swelling. The dendritic outer segments of two sensory cells fit tightly into these pegs. The dendrite of the third sensory cell ends at its base. All three are up to 1 micrometer thick, unbranched, and densely filled with microtubules. The cuticular wall and socket of the peg are characterized by (1) an electron-dense inner layer surrounding the dendrites and continuous with electron dense clusters at the base of the peg, and (2) clefts in the cuticle at the insertion of the peg. The present observations favor the hypothesis that insect sensilla combining the triad of moist air, dry air and cold receptors generally lack pores. Specifically, though still alternative roles in stimulus transduction can be suggested for substructures demonstrated in the present and previous electron microscopic investigations.