Sinan bin Abdullah asked Sayyiduna Anas bin Malik (may Allah be pleased with him) about locusts, and he said: We went with the Messenger of Allah (peace and blessings be upon him) to Khaybar, and Sayyiduna Umar (may Allah be pleased with him) was also with us. He had a basket containing locusts, which he had placed behind him; he would take locusts out of it and give them to us, and the Messenger of Allah (peace and blessings be upon him) would watch us eating. Sayyiduna Anas (may Allah be pleased with him) said: When we returned to Madinah, we bought them from them, and then we kept eating from them for a long time.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصيد والذبائح / 18998