Every day, there is an increase in environmental damage on the planet regarding human action. One of the causes is food production. Edible insects are presented as an option to mitigate the environmental damage generated by the production of conventional food for humans and animals. The objective of this study was to investigate the main nutritional aspects of insects and how they can provide a nutritional and sustainable alternative to the planet. As the main results, the nine orders of insects that are most consumed on the planet are presented: Blattodea, Coleoptera, Diptera, Hemiptera, Hymenoptera, Isoptera, Lepidoptera, Odonata, and Orthoptera. Their main macro- and micronutrient aspects as well as their bioavailable and bioaccessibility proteins and essential amino acids, monounsaturated fatty acids, minerals, vitamins, and fiber (chitin) are also explored. Additionally, some of the species that are used for animal food processing and the possible risks that insects can present when used as food are discussed. With this, edible insects are established as a real option to mitigate climate change being an important nutritional source for the development of food for humans and animals.