Thermochromic materials have been widely investigated due to their relevance in technological applications, including anti‐counterfeiting materials, fashion accessories, displays, and temperature sensors. While many organisms exhibit color changes, few studies have explored the potential of the responsive natural materials for temperature sensing, especially given the often limited and irreversible nature of these changes in live specimens. Here, it is shown that the hindwings of the blue‐winged grasshopper Coloracris azureus can act as a reversible, power‐free bio‐thermometer, transitioning from blue to purple/red in a 30—100°C temperature range. Using microspectrophotometry, light microscopy and Raman microscopy, it is found that the blue color of the wings originates from pigmentary coloration, based on a complex of astaxanthin and proteins. The thermochromic shift from blue to red, induced by a temperature increase, is attributed to a denaturation of this carotenoprotein complex, upon which astaxanthin is released. This process is reversible upon a subsequent temperature decrease. The color changes are both swift and consistent upon temperature change, making the grasshopper's wings suitable as direct visual sensors on thermally dynamic, curved surfaces. The potential possibilities of sustainable, power‐free temperature sensors or microthermometers based on biomaterials are demonstrated.