In recent times, insects have gained attention because of their nutritional characteristics as well as the environmental advantages of their production. In this research, the effect of the diet of grasshoppers (Sphenarium purpurascens) under controlled conditions on their chemical and nutritional content was studied. The insects were divided into two groups: maize leaf-fed grasshoppers (MFG) and soy sprout-fed grasshoppers (SFG). To evaluate the changes in composition, chemical analysis (protein, fiber, fat, ashes, and chitin) was carried out in triplicate according to AOAC procedures, and a Student’s t-test was used to determine any significant differences. The results showed a higher content of crude protein, in vitro protein digestibility percentage, and sum of non-essential amino acids (NEAAs) in the MFG samples compared with the SFG samples. The total dietary fiber, insoluble dietary fiber, soluble dietary fiber, sum of the EAA, non-essential amino acid percentage (EAA%), and biological value percentage (BV%) were higher in the SFG than the MFG, while in the amino acid profile and chitin content, no significant differences were obtained, although an increase in oleic acid in the SFG was observed. In FTIR, a β-sheet appeared in the SFG, which could be related to the low in vitro protein digestibility. The use of a soy sprout diet caused changes in the chemical composition and nutritional content of grasshoppers. This represents an opportunity to improve their nutritional value for commercial interests.