To survive a predator’s attack, prey animals must exhibit escape responses that are appropriately regulated in terms of their moving speed, distance, and direction. Insect locomotion is considered to be controlled by an interaction between the brain, which is involved in behavioral decision-making, and the thoracic ganglia (TG), which are primary motor centers. However, it remains unknown which descending and ascending signals between these neural centers are involved in the regulation of the escape behavior. We addressed the distinct roles of the brain and TG in the wind-elicited escape behavior of crickets by assessing the effects of partial ablation of the intersegmental communications on escape responses. We unilaterally cut the ventral nerve cord (VNC) at different locations, between the brain and TG, or between the TG and terminal abdominal ganglion (TAG), a primary sensory center of the cercal system. The partial ablation of ascending signals to the brain greatly reduced the jumping response rather than running, indicating that sensory information processing in the brain is essential for the choice of escape responses. The ablation of descending signals from the brain to the TG impaired locomotor performance and directional control of the escape responses, suggesting that locomotion in the escape behavior largely depends on the descending signals from the brain. Finally, the extracellular recording from the cervical VNC indicated a difference in the descending activities preceding the escape responses between running and jumping. Our results demonstrated that the brain sends the descending signals encoding the behavioral choice and locomotor regulation to the TG, while the TG seem to have other specific roles, such as in the preparation of escape movement.