We propose to solve quadrupedal locomotion tasks using Reinforcement Learning (RL) with a Transformer-based model that learns to combine proprioceptive information and high-dimensional depth sensor inputs. While learning-based loco-motion has made great advances using RL, most methods still rely on domain randomization for training blind agents that generalize to challenging terrains. Our key insight is that proprioceptive states only offer contact measurements for immediate reaction, whereas an agent equipped with visual sensory observations can learn to proactively maneuver environments with obstacles and uneven terrain by anticipating changes in the environment many steps ahead. In this paper, we introduce LocoTransformer, an end-to-end RL method for quadrupedal locomotion that lever-ages a Transformer-based model for fusing proprioceptive states and visual observations. We evaluate our method in challenging simulated environments with different obstacles and uneven terrain. We show that our method obtains significant improvements over policies with only proprioceptive state inputs and that Transformer-based models further improve generalization across environments. Our project page with videos is athttps://LocoTransformer.github.io/.