Edible insects are an important protein rich natural resource that can contribute to resilient food security. Edible insects not only play an important role in traditional diets, but are also an excellent source of protein in traditional dishes in Africa. We systematically searched Web-of-Science and Google Scholar from year 2000–2019 for studies on the consumption of insects and their nutritional composition in Africa, resulting in 98 eligible papers, listing 212 edible insect species from eight orders. These insects were rich in protein, fats, and fibre. The highest protein content was reported for Lepidoptera (range: 20–80%). Coleoptera had the highest carbohydrate content (7–54%), while Lepidoptera had the highest fat content (10–50%). Considering the excellent source of nutrition, and potential socio-economic benefits, from edible insects, they can contribute strongly to improved food security, and rural development in developing countries. In addition, edible insects can be used as a sustainable food source to combat food shortages in the future, for example, providing resilience during times of drought or other climate stressors.