The migratory locust (Locusta migratoria) shows aggregative traits in nymph marching bands and swarm formations through mutual olfactory attraction of conspecifics. However, olfactory preference in different nymph stages in gregarious locusts is not sufficiently explored. In this study, we found that the nymph olfactory preference for gregarious volatiles exhibited obvious variations at different developmental stages. The gregarious locusts show attractive response to conspecific volatiles from the third stadium. Transcriptome comparison between third- and fourth-stadium nymphs showed that the G protein-coupled receptor (GPCR) pathways are significantly enriched. Amongst the genes present in GPCR pathways, the expression level of calmodulin in locust brains significantly increased from the third- to the fourth-stadium nymphs. Amongst the four octopamine receptors (OARs) belonging to the GPCR family, only OAR α1 showed similar expression patterns to those of calmodulin, and knockdown of OAR α1 reduced the expression level of calmodulin. RNA interference of calmodulin decreased locomotion and induced the loss of olfactory attraction in gregarious locusts. Moreover, the activation of OAR α1 in calmodulin-knockdown locusts did not induce olfactory attraction of the nymphs to gregarious volatiles. Thus, calmodulin as a downstream gene of octopamine-OAR α1 (OA-OAR α1) signalling mediates olfactory attraction in gregarious locusts. Overall, this study provides novel insights into the mechanism of OA-OAR α1 signalling involved in olfactory attraction of gregarious locusts.