Background: The dietary supplements market is growing, and their use is increasing among professional athletes. Recently, several new protein supplements have been placed in the marketplace, including energy bars enriched with insect flour. Edible insects, which are rich in protein content, have been promoted as the food of the future and athletes could be a reference sample for their continued emphasis on higher protein demand. The present study investigated the potential motivations to accept an energy protein bar with cricket flour, among a group of selected Italian professional athletes. A second aim was also to measure how an information treatment about the benefits of edible insects would have impact on acceptance. Methods: 61 Italian professional athletes (27 females) completed a structured questionnaire regarding supplements and eating habits, food neophobia, nutrition knowledge, willingness to taste edible insects and the associated factors. A question about sports endorsement was also posed at the end of the survey. Results: all subjects consumed supplements, generally recommended by medical personnel, even though their general knowledge of nutrition was poor (47.8%). Our main results shown that on a seven-point Likert scale, the protein content (5.74 ± 1.01) and the curiosity about texture (5.24 ± 0.98) were the main drivers to taste the cricket energy bar; whereas the feeling of disgust (5.58 ± 1.08) justified the rejection of tasting insects. In addition, the level of food neophobia increases with age (p < 0.05) and reduces willingness to endorse the cricket bar (p < 0.05). Male athletes (4.47 ± 1.69) were more likely to endorse the product than females (3.3 ± 1.49). An increase in willingness to taste was observed after the information treatment (z = 4.16, p < 0.001). Even though the population under investigation is unique, it is important to mention that this study involves a relatively small and convenience sample, and therefore generalizability of the results should be done with caution.