Animals flexibly change their locomotion triggered by an identical stimulus depending on the environmental context and behavioral state. This indicates that additional sensory inputs in different modality from the stimulus triggering the escape response affect the neuronal circuit governing that behavior. However, how the spatio-temporal relationships between these two stimuli effect a behavioral change remains unknown. We studied this question, using crickets, which respond to a short air-puff by oriented walking activity mediated by the cercal sensory system. In addition, an acoustic stimulus, such as conspecific 'song' received by the tympanal organ, elicits a distinct oriented locomotion termed phonotaxis. In this study, we examined the cross-modal effects on wind-elicited walking when an acoustic stimulus was preceded by an air-puff and tested whether the auditory modulation depends on the coincidence of the direction of both stimuli. A preceding 10 kHz pure tone biased the wind-elicited walking in a backward direction and elevated a threshold of the wind-elicited response, whereas other movement parameters, including turn angle, reaction time, walking speed and distance were unaffected. The auditory modulations, however, did not depend on the coincidence of the stimulus directions. A preceding sound consistently altered the wind-elicited walking direction and response probability throughout the experimental sessions, meaning that the auditory modulation did not result from previous experience or associative learning. These results suggest that the cricket nervous system is able to integrate auditory and air-puff stimuli, and modulate the wind-elicited escape behavior depending on the acoustic context.