Many of the current flying insect-scale robots utilize a single mode of locomotion. At this scale, multi-modal locomotion is limited since each mode of locomotion requires supplemental devices and additional actuators, which is challenging given the volume, power, and size constraints. Compared to the current insect-scale robots, grasshoppers are excellent examples of a system displaying energy-efficient flight and multi-modal locomotion. Grasshoppers can crawl, jump, flap and glide. Unlike most insects, which rely primarily on flapping, grasshoppers demonstrate energy-efficient flight through gliding. Grasshoppers are one of the few insects that currently use gliding as a considerable part of their flight. They flap to gain velocity and perform intricate movements while they glide to save energy and travel long distances. In addition to multiple locomotion modes, grasshoppers can inspire micro-scale robots in terms of their transition dynamics from terrestrial to aerial locomotion. The transition from terrestrial to aerial locomotion is initiated with a jump. The wings are folded close to the body during the jump to reduce drag and maximize jump height. As the grasshopper is launched from ground to air, the grasshoppers' fore and hind wings unfold to generate aerodynamic forces. Grasshoppers have evolved a wing deployment mechanism as an adaption for multi-modal locomotion. Thus, the grasshoppers' gliding flight and deployable wing mechanism are outstanding inspirations for current insect-scale robotic applications, especially for those performing multiple modes of locomotion.