Edible insects (EI) have been consumed as traditional foods in many parts of the globe, but in other regions, they are not readily accepted, particularly in Western countries. However, because EI are suggested to constitute a more sustainable protein food as compared with other sources of animal protein, they can be considered a future food that could help mitigate hunger and malnutrition. Additionally, new gastronomic trends are already targeting this area for exploring new potentialities. The objective of this work was to develop and validate a questionnaire to assess consumers’ perceptions and knowledge about EI in seven different domains: D1. Culture and Tradition, D2. Gastronomic Innovation and Gourmet Kitchen, D3. Environment and Sustainability, D4. Economic and Social Aspects, D5. Commercialization and Marketing, D6. Nutritional Aspects and D7. Health Effects. The 64 items were subjected to item analysis and reliability analysis for validation, and factor analysis was also conducted to identify a grouping structure. The results validated all the items of the seven subscales with high values of Cronbach’s alpha (α = 0.732 for D1, α = 0.795 for D2, α = 0.882 for D3, α = 0.742 for D4, α = 0.675 for D5, α = 0.799 for D6 and α = 0.788 for D7). However, by eliminating 17 items, the final values of the alpha increased in all subscales. Factor analysis with extraction by principal component analysis with varimax rotation extracted 14 factors that explained, in total, 65% of the variance, although the first two factors were the most important (35.7% variance explained). In conclusion, the confirmed usefulness of the questionnaire has been hereby validated for assessing consumer perceptions of and knowledge about EI.