A variety of insects are commonly fed to captive insectivores but detailed nutritional analyses are only available for the most commonly fed species. Soldier fly larvae, Turkestan cockroach nymphs, tebo worms, and adult house flies were analyzed for moisture, protein, fat, ash, acid detergent fiber, neutral detergent fiber, minerals, amino acids, fatty acids, vitamins, and selected carotenoids. The acid detergent fiber was analyzed for amino acids to estimate chitin content. Nutrient content varied widely between the four insect species. Ranges for the macronutrients were as follows: moisture (60.2–74.8%), crude protein (15.5–19.7%), crude fat (1.9%–29.4%), acid detergent fiber (1.4–3.0%), neutral detergent fiber (2.6–3.8%), and ash (0.8–3.5%). Energy content ranged from a low of 918 kcal/kg for house flies to 2,977 kcal/kg for tebo worms. The chitin content of these four species ranged from 6.7 to 21.0 mg/kg. The nutrients most likely to be deficient when these species of insects are used as food for insectivores are vitamin A, vitamin D, calcium, vitamin E, thiamine, iodine, and vitamin B 12 . The number of nutrients deficient vs. the NRC requirements for rats on an energy basis by insect species was as follows: soldier fly larvae (3), tebo worms (15), Turkestan cockroach nymphs (5), and adult house flies (6). These data are valuable in helping assess the nutrient intake of captive insectivores and in developing gut‐loading diets to improve the nutrient intake of captive insectivores. Zoo Biol. 32:27‐36, 2013. © 2012 Wiley Periodicals, Inc.