Acheta domesticus (L.1758) has been recently accepted by the European Union as a novel food, being the third insect that has been approved for human consumption. Nowadays, researchers’ attention is focused on exploiting new protein sustainable sources, and, therefore, insect flour has gained more and more interest. Organic acids, fatty acids, amino acids, aroma volatile compounds, and minerals were analyzed through HPLC-RID (High-performance liquid chromatography), GC-MS (Gas chromatography-mass spectrometry), LC-MS (Liquid chromatography–mass spectrometry), ITEX/GC-MS and AAS (Atomic Absorption Spectrophotometry), respectively. Fermentation of the insect flour with Lactobacillus plantarum ATCC 8014 strain (Lp) leads to an increase in organic acids such as lactic, acetic, and oxalic, whilst citric acid decreases its value. SFA (saturated fatty acids) and MUFA (monosaturated fatty acids) groups were positively influenced by Lp fermentation; meanwhile, PUFA (polysaturated fatty acids) decreased during fermentation. A positive trend was observed for amino acids, aroma volatile content, and minerals enhancement during insect sourdough fermentation, mainly at 24 h of fermentation. Acheta domesticus (A. domesticus) sourdough fermentation represents a new tool that needs to be further exploited aiming to improve the nutritional qualities of the final products.