Insects have been consumed for time immemorial in many regions of the globe. However, in other parts, they are not traditionally eaten. Because they are a more sustainable source of animal protein and provide valuable nutrients as well as bioactive compounds with beneficial effects on the human body, their consumption is encouraged. Knowledge can serve as a tool for better acceptance of insects as food. In this context, the present work investigated the knowledge about the nutritional value and health effects of edible insects in different countries. Data were collected by employing a questionnaire survey translated into the different languages of all participating countries and were treated using statistical tools. A total of 7222 responses were obtained. The results indicated that for many issues, the participants manifested a neutral opinion (neither agree nor disagree), but the participants who manifested agreement/disagreement were generally well informed. They were also able to identify untrue facts and answer accordingly by disagreeing. Factor analysis showed four groups of questions: nutritive value, negative perception and risks, safety and benefits of insects and contamination and harmful components. Finally, significant differences were observed according to the sociodemographic variables studies (sex, age, education, living environment and country), with age and country being the most influential of the sociodemographic factors on knowledge. Therefore, increasing knowledge is envisaged as an essential factor in augmenting the recognition of edible insects as a nutritional food, presenting health benefits apart from being a more sustainable source of animal protein when compared with beef or pork meats.