Insect olfactory sensilla house olfactory sensory neurons (OSNs) and supports cells (SCs). The olfactory sensory processes require, besides the odorant receptors (ORs), insect-specific members of the CD36 family, named sensory neuron membrane proteins (SNMPs). While SNMP1 is considered to act as a coreceptor in the OR-mediated detection of pheromones, SNMP2 was found to be expressed in SCs; however, its function is unknown. For the desert locust, Schistocerca gregaria, we previously visualized mRNA for SNMP1 in OSNs and SNMP2 mRNA in cells associated with OSN clusters. Towards an understanding of their functional implication, it is imperative to explore the cellular and the subcellular localization the SNMP proteins. Therefore, we have generated polyclonal antibodies against SNMP1 and SNMP2 and used fluorescence immunohistochemistry (FIHC) to visualize the SNMP proteins. We found SNMP1 in the somata and respective dendrites of all OSNs in trichoid sensilla and in subsets of OSNs in basiconic sensilla. Notably, SNMP1 was also detected in SCs of these sensilla types. In contrast, SNMP2 protein was only visualized in SCs of basiconic and coeloconic sensilla, but not of trichoid sensilla. Exploring the subcellular localization by electron microscopy using anti-SNMP1-ab and anti-SNMP2-ab revealed an immunogold labelling of SC microvilli bordering the sensillum lymph. Together our findings suggest a dual role of SNMP1 in the antenna of S. gregaria, in some OSN subpopulations in odor detection as well as in functions of some SCs, whereas the role of SNMP2 is limited to the functions of support cells.