Fish discards are organic waste with high and good-quality protein levels, as well as a fatty acid profile rich in n−3 LCPUFAs, mainly eicosapentaenoic acid and docosahexaenoic acid. These discards can be used as food for Tenebrio molitor (Linnaeus, 1758) larvae, thus increasing the nutritional value of this insect. This study focused on increasing larval acceptance of fish through different pre-treatments of the diets provided, as well as increasing the accumulation of EPA and DHA in fish-fed larvae. Four different diets were prepared: control (broiler feed), DGF50: 50% dried ground fish (Pagellus bogaraveo, Brünnich, 1768) + 50% broiler feed, for different periods, FGF100: 100% fresh ground P. bogaraveo and DUF100: 100% dried whole unground P. bogaraveo. Growth, mortality, proximate composition, fatty acid profile and lipid nutritional indices were determined. Larvae fed with FGF100 displayed better results among treatments, doubling the initial weight, as well as increasing their protein level and decreasing fat levels. Regarding fatty acids, eicosapentaenoic acid and docosahexaenoic acid were only detected in larvae fed with a fish-based diet for a period longer than 5 days. These results show that pre-treatment of fish-based diets causes changes in the growth and compositional parameters of T. molitor larvae.