Most of our knowledge of insect genomes comes from Holometabolous species, which undergo complete metamorphosis and have genomes typically under 2 Gb with little signs of DNA methylation. In contrast, Hemimetabolous insects undergo the presumed ancestral process of incomplete metamorphosis, and have larger genomes with high levels of DNA methylation. Hemimetabolous species from the Orthopteran order (grasshoppers and crickets) have some of the largest known insect genomes. What drives the evolution of these unusual insect genome sizes, remains unknown. Here we report the sequencing, assembly and annotation of the 1.66-Gb genome of the Mediterranean field cricket Gryllus bimaculatus, and the annotation of the 1.60-Gb genome of the Hawaiian cricket Laupala kohalensis. We compare these two cricket genomes with those of 14 additional insects and find evidence that hemimetabolous genomes expanded due to transposable element activity. Based on the ratio of observed to expected CpG sites, we find higher conservation and stronger purifying selection of methylated genes than non-methylated genes. Finally, our analysis suggests an expansion of the pickpocket class V gene family in crickets, which we speculate might play a role in the evolution of cricket courtship, including their characteristic chirping.