Complete protein, which includes all the essential amino acids, and bioactive compounds needed in human nutrition, can be found in edible insects. Bioactive compounds play a crucial role in protecting cells from the damage caused by free radicals. Therefore, in this study, fat extraction yield, protein content, amino acid profile, total polyphenol content, antioxidant properties, crustacean and mollusk content, and microbiological quality have been assessed to evaluate the influence of the drying method and pulsed electric field (PEF) pretreatment. To this end, the sample was processed by the PEF at varied specific energy intakes (5, 20, and 40 kJ/kg) and dried by means of two methods: convective (CD) and infrared-convective (IR-CD). A comparable protein content (47.5–48.7 g/100 g d.m.) was determined for most of the samples tested. A significantly higher lysine and methionine content was detected in the CD insects, especially for samples treated by the PEF at 40 kJ/kg. The IR-CD samples exhibited a significantly higher content of polyphenols as compared to those obtained by means of the CD method, whereas the PEF apparently had a significant impact to the extent of increasing their content. Taking into account allergenicity, the crustacean content was approximately 10 times higher than the mollusk content. The study has shown that the PEF treatment prior to infrared-convective drying resulted in the assurance of the microbiological quality of dried insects for food use. Furthermore, a dose of the PEF at 20 and 40 kJ/kg demonstrated the antimicrobial effect. The results have proven that, in this case, a high temperature during the CD method did not cause the undesirable changes that had been expected. Therefore, PEF-assisted convective drying may conceivably be considered to obtain highly nutritionally valuable insects; however, it is crucial to utilize appropriate parameters in the course of the PEF processing.