During the last decade, insects have shown up as a promising answer to the increasing animal protein demand for a continuously growing human population. A wide spectrum of substrates of plant origin can be currently used as insect feed; the sustainability of insect rearing though greatly increases when organic side-streams and wastes are valorized and upcycled through their bioconversion with insects. Additionally, the exploitation of low-cost organic residues as insect feed can also significantly suppress the rearing cost and, consequently, the price of the insect meal. In this context, the aim of our work was to evaluate organic side-streams, generated through several agro-industrial processes, as feeding substrates for the larvae of the lesser mealworm, Alphitobius diaperinus. In a laboratory trial, eleven agricultural side-streams were provided to larvae singly to assess their potential to support complete larval development, whereas in the second trial, larvae were fed two groups of isoproteinic diets consisting of the side-streams that performed well in the first trial. Our results showed the suitability of several agricultural side-streams as feed for A. diaperinus larvae, e.g., barley by-products (classes I and II), sunflower meal, cotton cake and oat sidestream, which, when fed singly, efficiently supported larval growth, resulting in high survival rates and final larval weights, comparable to the control. Similarly, several of the side-streams-based diets tested were shown to be suitable for A. diaperinus rearing. These results aim to contribute to the utilization of agricultural side-streams singly or in composed diets for the rearing of A. diaperinus larvae.