The endemic locust species on the Tibetan plateau, Locusta migratoria tibetensis Chen can grow and breed successfully under the plateau temperature environment. This study explored the molecular response process of Tibetan locusts to high and low temperatures by comparing its transcriptome under different temperature conditions. A total of 66,256 unigenes were obtained through RNA‐Seq, among which 30,051 were successfully annotated. In detail, there were 778 differentially expressed genes (DEGs) at high temperatures and 1,787 DEGs at low temperatures. Under high temperatures, the metabolic pathways of saturated and unsaturated fatty acids and amino acids were up‐regulated, producing a significant amount of fatty acids and amino acids. However, under low temperatures, the chitinase activity was enhanced, causing chitin to decompose into small sugar molecules. Meanwhile, various sugar metabolism pathways were up‐regulated when a significant amount of small sugar molecules were produced. Then, large quantities of alpha‐linolenic acid and arachidonic acid were accumulated to maintain the normal physiological functions of cells. The analysis of annotated genes revealed that heat shock proteins (Hsp) were associated with the response to temperature stress, and mainly involved in the synthesis and transportation of proteins, preventing protein damage and the decomposition of damaged proteins. These results provide a basis for the further understanding of the adaptation mechanism of Tibetan locusts to high and low temperatures, laying a foundation for further understanding the adaptability of Tibetan locusts on Tibetan plateaus.