This dataset contains a harmonised panel of climate variables and Desert Locust density records for 63 administrative units across Sudan and Kenya between January 2018 and December 2023. It includes monthly observations for minimum temperature (Tmin), rainfall (Rain), soil moisture (SM), relative humidity (RH), and vegetation index (NDVI). The data also features calculated locust densities, log-transformed locust densities, and 1-month/2-month lagged variables for panel data regression analysis. Spatial and temporal fixed-effect identifiers are included.