Previous dynamic characterizations of the cercal mechanosensory hairs of crickets have generally been limited to the first resonant frequency and associated deflection shape. A more complete description of the mechanical dynamics of these structures could be obtained by an experimental modal analysis. This paper describes a method by which a full experimental modal analysis, giving natural frequency, mode shape, and modal damping ratio, of these sense organs can be performed. Results of this analysis, employing an unmeasured moving-air excitation and non-contact vibration measurement with an output-only identification method are presented. Two distinct types of behaviour were observed, one of which was a good match for the behaviour expected based on the literature, and one of which was quite different. These two behaviours had distinct patterns of modal parameters. The method described in this paper has been shown to be able to estimate the modal parameters, including natural frequency, modal damping ratio, and normalized mode shape, for the first mode of cercal mechanosensory hairs of crickets. The method could practically be extended to higher modes and a wide variety of other sound and vibration sense organs with the selection of appropriate excitation and specimen supports.