Behavioral thermoregulation buffers variable thermal conditions, and allows ectotherms to maintain operative body temperatures (Tb) to meet physiological demands. Extremely high thermal conditions, like in deserts, are hazardous for many ectotherms; however, if they behaviorally and physiologically buffer stressful heat, such conditions might help to maintain relatively high Tb for digestion. We tested this prediction by investigating gregarious nymphs of the desert locust, Schistocerca gregaria, in the Sahara Desert of Mauritania. Gregarious nymphs are the only ectotherms that migrate and forage diurnally in the Sahara Desert, experiencing large fluctuations in thermal conditions over a day. Using a thermal infrared camera in the field, we showed that gregarious nymphs altered the microhabitats they used, as well as thermoregulatory behaviors associated with body posture and orientation, to adjust the body surface area exposed to sun rays. Consequently, they maintained relatively high Tb (nearly 40 °C) when solar radiation was available. Field and laboratory experiments demonstrated that the preferred Tb accelerated digestive rates. Despite high digestive rates, they continuously loaded large quantities of food during migration. We conclude that thanks to behavioral thermoregulation and continuous foraging locusts spend much time digesting food at high rates which may accelerate developmental rates and increase survival.