To determine the generality of developmental mechanisms involved in the construction of the insect nervous system, the embryonic development of the peripheral nervous system in the grasshopper Schistocerca gregaria was characterized at the level of identified neurons and nerve branches and then compared to that previously described from the fly Drosophila melanogaster. For this, immunocytochemistry using a neuron-specific antibody was carried out on staged grasshopper embryos. Our results show that initially a simple peripheral nerve scaffolding is established in each segment of the animal. This scaffolding consists of a pair of intersegmental nerves that are formed by identified afferent and efferent pioneer neurons and a pair of segmental nerves that are formed by afferent pioneers situated in limb buds. Subsequently, identified sets of sensory neurons differentiate in a stereotyped spatiotemporal pattern in dorsal, lateral and ventral clusters in each segment and project their axons onto these nerves. Although segment-specific differences exist, serial homologs of the developing nerves and sensory neurons can be identified. A comparison of these results with those obtained from Drosophila shows that virtually the same pattern of peripheral nerves and sensory structures is formed in both species. This indicates that the construction of the peripheral nervous system in extremely divergent modern insects relies on conserved developmental mechanisms that evolved in ancestral insects over 300 million years ago.