The visualization of embryonic development is important for the study of basic physiological development. It is also indispensable for evaluating the effects of modification and editing of genetic engineering. Compared with traditional invasive methods of monitoring embryo development, optical coherence tomography (OCT) has its great advantages, such as high resolution, real time and non-invasive. These characteristics of OCT make it possible to observe a living embryo in its whole growth development. In this paper, we use OCT to monitor the embryonic development of locusts noninvasively and reconstruct the two-dimensional and three-dimensional image of the embryo at different development stages. The phenomena of anatrepsis, revolution and katatrepsis are observed. The in-vitro observations of the prior studies with invasive methods are confirmed by the in-vivo experimental results. We hope OCT is a useful tool for the understanding of the embryonic development of insects.