Western cultures do not use insects for direct human consumption. However, insects can be sustainably reared to produce nutrients similar to other farmed animals. Lipid biochemical properties were analyzed for cricket, locust, and silk-worm pupae powders to develop efficient extraction. Powders contained 15.4, 11.4, and 33.3 g/100g of total fat (dry-weight-basis), respectively. Although silk-worm pupae powder contained much more (P < 0.05) triacylglycerol (TAG) as well as much less (P < 0.05) free-fatty-acids (FFAs) and phospholipids (PLs); TAG, FFAs, cholesterol (CHOL), and PLs were major lipid classes in all tested insects. Palmitic, stearic, oleic, linoleic, and linolenic fatty acid (FA) were major FAs. However, silk-worm pupae powder had much less (P < 0.05) linoleic and much more (P < 0.05) linolenic FA, resulting in much lower (P < 0.05) ω6/ω3 ratio. Lipids were extracted at highest (P < 0.05) yield (19.7%) from silk-worm pupae powder with MTBE, while highest (P < 0.05) efficiency (93.0%) was for locust powder extracted with chloroform:methanol.