This is the first field study in which we have tested the efficacy of four different entomopathogenic fungal (EPF) formulations together in single study—i.e., Green Muscle, Green Guard, Metarhizium anisopliae, and an isolate of Beauveria bassiana (isolate WG-11)—against nymphs and adults of the desert locust, Schistocerca gregaria Forskål (Orthoptera: Acrididae). We conducted several different studies: (a) lethal bioassay against the 3rd, 5th, and adult stages under laboratory conditions; (b) sublethal effects on the reproduction, diet consumption, fecal production, and weight gain; (c) a greenhouse trial; and (d) a field cage trial. Under laboratory conditions, all EPF formulations caused significant mortality, and the highest efficacy was observed with Green Muscle, followed by Green Guard, B. bassiana, and M. anisopliae. Susceptibility was found to be greatest in 3rd-instar nymphs, followed by 5th instars, and then adults. Along with lethal effects, sublethal doses of EPF reduced the number of egg pods per female, total eggs per pod, and egg hatching, while extending nymphal developmental time and reducing adult longevity; again, Green Muscle performed better. Sublethal doses not only retarded reproduction, but also caused behavioral changes, including reductions in food consumption, fecal production, and weight gain. All EPF formulations not only produced significant mortality in laboratory conditions, but also performed very well under the greenhouse and field conditions. The maximum mortality against 3rd-instar (81.7% and 74.0%), 5th-instar (73.3% and 65.1%), and adult locusts (67.5% and 58.9%) was observed when using Green Muscle under greenhouse and field trials, respectively. The current study showed that all of the EPF formulations have the potential to reduce pest populations, and could be used in the integrated pest management program.