Insects attract the interest of the agri-food sector because of their advantages as feed for livestock. The reason for this lies in the role of insects as alternative protein source to soybean and fish meal, common but expensive materials, and in their ability to proliferate on waste substrates, thus allowing a sustainable livestock management. Insects for feed purposes can however be problematic, in particular with regard to the safety of the substrates the insects would be reared on. Therefore, effective tracking methods are needed. This study focused on the investigation, by means of isotope ratio mass spectrometry, of larvae and pre-pupae of Hermetia illucens L. (black soldier fly (BSF)) reared on diets including protein sources of vegetable origin (wheat gluten), animal origin (bovine blood meal), or a combination of the two, in order to detect differences in their isotope ratios for δ13C and δ15N. Nitrogen isotopic ratios did not follow an incremental pattern between diets, thus not allowing the discrimination of the BSF larvae and pre-pupae, presumably due to differences in the metabolism of insects that could have influenced the fractionation of nitrogen. In the case of the carbon isotopic ratio an increasing trend was observed, directly correlating the carbon isotopic signature of BSF larvae and pre-pupae to the level of replacement of the vegetable protein source with the animal one. According to our observations, it is therefore foreseeable that the study of carbon isotope ratios could be a promising method for the traceability of insects intended for animal feeding. Given the paucity of studies in this regard, further research effort is needed to fully explain some observation reported in the present study and to ascertain the reliability of the ratio analysis of insects as a tool for tracing their feeding history.