Insects are a valuable source of nutrients for fish, but little is known about their nutritional value for Nile tilapia fingerlings. To evaluate the nutritional value and energy apparent digestibility coefficient (ADC) of five insects for Nile Tilapia male fingerlings, 900 fish were distributed in 18 fiberglass conic tanks, in a completely randomized design, with six dietary treatments (control, Nauphoeta cinerea meal (NCM) (Blattodea), Zophobas morio larvae meal (ZMM) (Coleptera), Gromphadorhina portentosa meal (GPM) (Blattodea), Gryllus assimilis meal (GAM) (Orthoptera) and Tenebrio molitor larvae meal (TMM) (Coleptera)) and three replicates (tanks), each containing 50 fish. The control diet had no insect meal included and the other five treatments comprised 80% commercial diet and 20% test ingredient with 0.1% chromic oxide as an inert marker. TMM presented a higher ADC for dry matter, protein, corrected protein and chitin than to other treatments (p < 0.01). GPM presented the highest ADC for lipids (p < 0.01). In general, the TMM presented better ADC of nutrients and energy and all the insect meals evaluated are potential feed for Nile tilapia fingerlings.