The Book of Games and the Animals which May be Slaughtered and the Aninals that Are to be Eaten (Kitab-us-Said wa'l-Dhaba'ih wa ma Yu'kalu min Al-Hayawan)
Muslim :: Book 21 : Hadith 4801
Ibn Abu Aufa reported: We went on seven expeditions with Allah's Messenger (may peace be upon him) and ate locusts.