Edible insects are gaining more and more attention as a sustainable source of animal protein for food and feed in the future. In Belgium, some insect products can be found on the market, and consumers are sourcing fresh insects from fishing stores or towards traditional markets to find exotic insects that are illegal and not sanitarily controlled. From this perspective, this study aims to characterize the microbial load of edible insects found in Belgium (i.e., fresh mealworms and house crickets from European farms and smoked termites and caterpillars from a traditional Congolese market) and to evaluate the efficiency of different processing methods (blanching for all species and freeze-drying and sterilization for European species) in reducing microorganism counts. All untreated insect samples had a total aerobic count higher than the limit for fresh minced meat (6.7 log cfu/g). Nevertheless, a species-dependent blanching step has led to a reduction of the total aerobic count under this limit, except for one caterpillar species. Freeze-drying and sterilization treatments on European species were also effective in reducing the total aerobic count. Yeast and mold counts for untreated insects were above the Good Manufacturing Practice limits for raw meat, but all treatments attained a reduction of these microorganisms under this limit. These results confirmed that fresh insects, but also smoked insects from non-European trades, need a cooking step (at least composed of a first blanching step) before consumption. Therefore, blanching timing for each studied insect species is proposed and discussed.