Some people have moral objections to insect consumption. After explaining the philosophical motivations for such objections, I discuss three of them, suggesting potential replies. The first is that insect consumption ignores the precautionary principle, which we can gloss here as “Don't know, don't farm.” In other words, although there might be evidence that insects are not conscious, we do not know that they are not; so, we should not take the moral risk associated with killing them en masse. The second concern is driven by a different way of assessing moral risk—namely, by calculating expected utility. The short version: even if it is incredibly unlikely that insects are conscious, farming them involves harming so many of them that it is better simply to grow plants instead. The third concern is about whether insects live “net negative lives,” with more pain than pleasure. The thought is that if they do, then their lives are not worth living overall, in which case it is wrong to bring them into existence. I conclude by considering the prospects for strategic alliances between animal advocates and those who promote insect consumption, in the even that they are unable to resolve their moral disagreements.