Sunan Abi Dawud Book 28, Hadith 77
I heard Ibn Abi Awfa say when I asked him about (eating) locusts: I went on six or seven expeditions along with the Messenger of Allah (ﷺ) and we ate them (locusts) along with him.
On the day of Khaybar the Messenger of Allah (may pease be upon him) forbade (eating) the flesh of domestic asses, and the animal which feeds on filth: riding it and eating its flesh.
The Messenger of Allah (ﷺ) was asked about (eating) locusts. He replied: They are the most numerous of Allah's hosts. I neither eat them nor declare them unlawful.