Darkling beetles are representative insects in the Sahara Desert where the gregarization of the desert locust occurs. Although the abundance of darkling beetles is used as an environmental bioindicator after locust control operations with chemical pesticides, an appropriate sampling technique taking into account their behavioural characteristics has not been developed. The present study investigated the effects of environmental factors, including the presence of bait, light, air and ground surface temperature, as well as humidity, on diurnal activity and sheltering behaviour of the darkling beetle, Pimelia senegalensis Olivier in the Sahara Desert. We compared the effectiveness of baited and unbaited pitfall traps, in terms of numbers and timing of beetle captures. Few beetles were trapped before dusk, irrespective of the presence of bait. The beetles started moving around dusk. The baited pitfall traps were found to be more effective than unbaited ones. Field-collected adults previously maintained in shade were exposed to either direct sunlight or shade for 30 min every two hours from 08:00 to 20:00. High mortality was observed only for the unshaded specimens between 12:00 and 14:00, when the ground surface temperature rose above 50 °C. Observation of the diurnal sheltering behaviour using a pipe refuge showed that P. senegalensis tended to shelter inside the pipe during daytime, coming out only after dusk. These results suggested that baited pitfall traps deployed after dusk were effective for sampling the beetles, in accordance with the nocturnality and sheltering behaviours of P. senegalensis that allow them to avoid lethal ground surface temperatures.