As mentioned HERE, this insect, which is said to be an alternative source of protein, actually have a number of amazing sensory organs. It has:
A pair of large compound eyes: located on the head serves to see a broad field, detect movement, shape, color and distance. Ocelli: three simple eyes on the forehead to detect light intensity. Antenna pair: contains olfactory (smell) and touch receptors. The mouthparts: contains gustatory (taste) receptors. A pair of Tympanal organs: located at the front end of the abdomen for sound reception. Setae: fine hairs cover the entire body as touch and wind sensors. Most dense on the antenna, palp and on the cerci at the tip of the abdomen. Campaniform sensillae: a special receptor embedded in the cuticle of the foot that feels pressure and distortion of the cuticle. Internal "chordotonal" sense: special organs detect positions and movements around the exoskeleton joint. (Source: Grasshopper)