The rapid expansion of insect farming as a sustainable approach for protein production has led to an accumulation of published research on the use of low-value substrates as insect feed. However, compared to conventional livestock, there is a lack of fundamental knowledge about the nutritional physiology and requirements of insects. Such knowledge can lead to the development of optimised feeding substrates that boost insect performance and nutrient composition. In this chapter, the current knowledge on the nutritional requirements of the most relevant insects produced for food and feed is reviewed, and the methods and assays used to investigate the specific requirements are presented. This description of current knowledge on nutritional requirements of edible insects can be used to design suitable rearing diets and as a foundation to further our understanding of insect nutrition.