The grasshopper was spotted by the curators during a cataloging project. It is camouflaged in the brown and green colours in the foreground of the painting.
Mary Schafer, the gallery's paintings conservator, made the discovery while examining the canvas with a magnifying glass. She initially thought it was a leaf.
"It's not unusual to find this kind of material in paint," Ms Schafer told Architectural Digest. "But the grasshopper's discovery connects viewers with van Gogh's painting style, and the moment in which he made the work."
In 1885, Van Gogh wrote about the process - and challenges - of painting outdoors in a letter to his brother, Theo.
"But just go and sit outdoors, painting on the spot itself! Then all sorts of things like the following happen - I must have picked up a good hundred flies and more off the 4 canvases that you'll be getting, not to mention dust and sand ... when one carries a team of them across the heath and through hedgerows for a few hours, the odd branch or two scrapes across them," Van Gogh wrote.
Michael Engel, a paleo-entomologist from the University of Kansas, suggested that, because there was no sign of movement in the paint, the grasshopper could have been dead when it fell onto the canvas.
The Dutch master committed suicide a year after completing Olive Trees, in 1890.