A new method to refine existing dietary supplements for improving production of the yellow mealworm, Tenebrio molitor L. (Coleoptera: Tenebrionidae), was tested. Self-selected ratios of 6 dietary ingredients by T. molitor larvae were used to produce a dietary supplement. This supplement was compared with existing supplement formulations mixed with wheat bran at 1:4 ratio and a control consisting of wheat bran alone for food utilization efficiency, larval growth, development time, immature survival, and fecundity. Ingredients of dietary supplements included dry potato as a source of carbohydrate; dry egg white and soy protein as a source of protein and; peanut, canola, and salmon oil as a source of lipid. A supplement consisting of dry potato alone significantly improved food utilization, growth, development time, survival, and fecundity compared with the wheat bran-only control group. The addition of protein to the supplement significantly shortened development time and improved food conversion efficiency and fecundity compared with the supplement with potato alone. The addition of lipid did not provide any significant improvements. The supplement derived from self-selected ratios of the basic ingredients provided a significant increase in fecundity compared with previously developed supplements and the control. Self-selected ratios of the basic ingredients by T. molitor larvae had an effect on the adult stage that resulted in significantly higher progeny production.