Entomophagy, the practice of eating insects, is not new in many countries, including Madagascar, where insects have long been part of culinary traditions. Promoting this practice would help in enhancing food security as insects are nutritious and affordable for the majority of the population. Because eating insects is also associated with rural life, we conducted a survey in rural communities of Madagascar from April to June 2013. Diversity of edible, non-crustacean arthropods was assessed for each site using the number of times names of arthropods consumed were mentioned by each household. Approximately 65 morpho-species from seven orders of insects, including Hemiptera, Coleoptera, Lepidoptera, Orthoptera, Hymenoptera, Odonata, and Mantodea, and two orders of arachnids, including Araneae and Ixodida, were recorded as the most frequently consumed arthropods during the survey. Preference rankings differed among sites, possibly depending on the availability of the edible species; information on seasonal availability was also recorded from the informants. When comparing factors influencing food security in rural areas, most of the edible species were found between October and March, a time associated with the lean season and elevated food prices. This pattern demonstrates the importance of entomophagy in food security as Malagasy farmers rely heavily on their subsistence crops for their living. Rearing selected edible insects at a marketable level, combined with other insect-based activities such as sericulture, would further improve food security. Promoting the importance of ethnoentomology would be ultimately leading to more effective sustainability of edible insects and conservation of forests in Madagascar.