Insects serve as a major source of nutrients for many animal species, but complete nutritional information of wild insects is lacking. Wild pallid-winged grasshoppers, rhinoceros beetles and white-lined sphinx moths were caught in Rio Verde, Arizona, in the summer of 2013 (grasshoppers and beetle) or the spring of 2015 (moths). Pallid-winged grasshoppers, rhinoceros beetles and white-lined sphinx moths were analysed for moisture, crude protein, fat, ash, acid detergent fibre, minerals, amino acids, fatty acids and vitamins and values compared the nutrient requirements for both rats and poultry as reported by the National Research Council (NRC). The acid detergent fibre was also analysed for nitrogen. When compared to the nutrient requirements as established by the NRC for growing rats, grasshoppers were deficient in calcium, vitamin A, vitamin D, thiamine and vitamin B12, beetles were deficient in calcium, vitamin A, vitamin E, thiamine, pyridoxine and linoleic acid and moths were deficient in calcium, sodium, vitamin A, vitamin D, pyridoxine and vitamin B12. In contrast when compared to the nutrient requirements as established by the NRC for growing broiler chickens, grasshoppers were only deficient in calcium, manganese, and vitamin A, beetles were deficient in calcium, manganese, vitamin A, vitamin E, thiamine and linoleic acid and moths were deficient in calcium, sodium, manganese, vitamin A, vitamin D, and linoleic acid. These data show that Pallid-winged grasshoppers, Rhinoceros beetles and White-lined sphinx moths were good sources of most known nutrients including all essential amino acids, most minerals and most vitamins.