The study aim was to test the applicability of exoskeletons and molts from mealworm (Tenebrio molitor) cultures as sorbents for anionic dyes: Reactive Black 5 (RB5) and Reactive Yellow (RY84). Factors investigated included: characteristics of sorbents (FTIR, pHPZC), the influence of pH on sorption efficiency, sorption kinetics (pseudo-first, pseudo-second-order, intraparticle diffusion models), and determination of the maximum sorption capacity (Langmuir 1, Langmuir 2, Freundlich, and Dubinin–Radushkevich models). The sorption efficiency of anionic dyes on the tested sorbents was the highest at pH 2. The time needed to reach the sorption equilibrium for both dyes was 120–150 min. The sorption kinetics of the dyes were best described by the pseudo-second-order model. Maximum sorption capacity data showed the best fit to Langmuir 2 isotherm, suggesting that at least two types of sorption centers played an important role in dye sorption. Presumably, for both of the tested sorbents, the active sites in question were protonated amine (-NH3+), acetamide (NH2COCH3+), and hydroxyl groups (-OH2+) of chitin and protein. The maximum RB5 and RY84 sorption capacity of the tested sorbents was 78.70 mg/g and 60.49 mg/g, respectively, for mealworm exoskeletons, as well as 55.72 mg/g and 44.25 mg/g, respectively, for mealworm molts.