Insects have been proposed as a high-quality, efficient and sustainable dietary protein source. The present study evaluated the protein quality of a selection of insect species. Insect substrates were housefly pupae, adult house cricket, yellow mealworm larvae, lesser mealworm larvae, Morio worm larvae, black soldier fly larvae and pupae, six spot roach, death’s head cockroach and Argentinean cockroach. Reference substrates were poultry meat meal, fish meal and soyabean meal. Substrates were analysed for DM, N, crude fat, ash and amino acid (AA) contents and for in vitro digestibility of organic matter (OM) and N. The nutrient composition, AA scores as well as in vitro OM and N digestibility varied considerably between insect substrates. For the AA score, the first limiting AA for most substrates was the combined requirement for Met and Cys. The pupae of the housefly and black soldier fly were high in protein and had high AA scores but were less digestible than other insect substrates. The protein content and AA score of house crickets were high and similar to that of fish meal; however, in vitro N digestibility was higher. The cockroaches were relatively high in protein but the indispensable AA contents, AA scores and the in vitro digestibility values were relatively low. In addition to the indices of protein quality, other aspects such as efficiency of conversion of organic side streams, feasibility of mass-production, product safety and pet owner perception are important for future dog and cat food application of insects as alternative protein source.