This study aimed to investigate the level of knowledge about edible insects (EIs) in a sample of people from thirteen countries (Croatia, Greece, Latvia, Lebanon, Lithuania, Mexico, Poland, Portugal, Romania, Serbia, Slovenia, Spain, and Turkey). Data collection was based on a questionnaire survey applied through online tools between July and November 2021. For data analysis, techniques such as factor analysis, cluster analysis, and chi-square tests were used, with a significance level of 5%. A total of 27 items were used to measure knowledge on a five-point Likert scale. Applying factor analysis with principal components and Varimax rotation, a solution that explains about 55% of variance was obtained. This accounts for four factors that retained 22 of the 27 initial items: F1 = Sustainability (8 items), F2 = Nutrition (8 items), F3 = Production Factors (2 items), and F4 = Health Concerns (4 items). Internal consistency was evaluated through Cronbach’s alpha. The cluster analysis consisted of the application of hierarchical methods followed by k-means and produced three clusters (1—‘fearful’, 2—‘farming,’ and 3—‘ecological’ individuals). The characterisation of the clusters revealed that age did not influence cluster membership, while sex, education, country, living environment, professional area, and income all influenced the composition of the clusters. While participants from Mexico and Spain were fewer in the ‘fearful’ cluster, in those from Greece, Latvia, Lebanon, and Turkey, the situation was opposed. Participants from rural areas were mostly in cluster 2, which also included a higher percentage of participants with lower income. Participants from professional areas linked with biology, food, and nutrition were mostly in cluster 3. In this way, we concluded that the level of knowledge about EIs is highly variable according to the individual characteristics, namely that the social and cultural influences of the different countries lead to distinct levels of knowledge and interpretation of information, thus producing divergent approaches to the consumption of insects—some more reluctant and measuring possible risks. In contrast, others consider EIs a good and sustainable protein-food alternative.