The ecological processes underlying locust swarm formation are poorly understood. Locust species exhibit phenotypic plasticity in numerous morphological, physiological and behavioural traits as their population density increases. These density‐dependent changes are commonly assumed to be adaptations for migration under heterogeneous environmental conditions. Here we demonstrate that density‐dependent nymphal colour change in the desert locust Schistocerca gregaria (Orthoptera: Acrididae) results in warning coloration (aposematism) when the population density increases and locusts consume native, toxic host plants. Fringe‐toed lizards (Acanthodactylus dumerili (Lacertidae)) developed aversions to high‐density‐reared (gregarious‐phase) locusts fed Hyoscyamus muticus (Solanaceae). Lizards associated both olfactory and visual cues with locust unpalatability, but only gregarious‐phase coloration was an effective visual warning signal. The lizards did not associate low rearing density coloration (solitarious phase) with locust toxicity. Predator learning of density‐dependent warning coloration results in a marked decrease in predation on locusts and may directly contribute to outbreaks of this notorious pest.