During growth and development of insects, the steroid hormone 20-Hydroxyecdysone (20E) regulates the molting process through activation of a series of genes including E74, E75 and HR3 by the 20E receptor EcR. Here, we analyzed the function of LmHR3 in the migratory locust Locusta migratoria. By sequence comparison, we first identified and characterized the putative nuclear receptor protein (LmHR3) based on L. migratoria transcriptome data. The full length cDNA is 2272 bp long encoding a protein of 455 amino acids that contains a DNA binding domain (zinc finger) and a ligand binding domain. Phylogenetic analyses showed that LmHR3 has a high homology with the ortholog from Blattaria. RT-qPCR results revealed that LmHR3 has a low level expression in the early days of 5th instar nymphs, and then increases and peaks at day 6, followed by a decrease to low levels before ecdysis. The LmHR3, hence, coincides with the profile of circulating 20E levels. Indeed, we show that transcription of LmHR3 is induced by 20E in vivo, and significantly suppressed by successfully knocking down expression of LmEcR. After injection of dsRNA for LmHR3 (dsLmHR3) at day 2 of earlier instar nymphs (3rd and 4th instar) and final instar nymphs (5th instar), none of the nymphs were able to molt normally, and eventually died. Chitin staining and ultra-structural analysis showed that both the synthesis of the new cuticle and the degradation of the old cuticle were blocked in the dsLmHR3 treated nymphs. Especially, chitin synthesis genes (LmUAP1 and LmCHS1) and chitinase genes (LmCHT5 and LmCHT10) were significantly down-regulated in the dsLmHR3 treatment group. Together, our results suggest that LmHR3 is involved in the control of chitin synthesis and degradation during L. migratoria molting.