For successful prawn aquaculture, feeds should be based on readily consumed ingredients that promote survival and optimal growth performance. This pilot study investigates the rearing of juvenile Baltic prawn Palaemon adspersus. Two feeding trials were carried out for 60 days; both incorporated insect meals, the first one in fishmeal-based diets, whereas the second one in plant meal ones. Insect meals derived from larvae of Tenebrio molitor (TM), Hermetia illucens (HI) and Musca domestica (MD) were tested as feed ingredients. This study indicated that the inclusion of HI in fishmeal diets resulted in significantly higher growth performance and survival of the prawns, whereas the MD diet led to similarly high growth performance reducing significantly their survival. Growth performance was not affected by the insect inclusion in the plant-based diets, but survival was higher in the TM and HI inclusion diets. The inclusion of TM and HI resulted in higher protein and energy content of the prawns’ muscle when incorporated in fishmeal and plant meal diets respectively. No significant differences were observed in the activities of hepatopancreas’ amino acid-catabolizing enzymes. Concluding, the combinations fishmeal–HI and plant meal–TM can be used for the successful rearing of Baltic prawn.