Purpose The purpose of this paper is to investigate the main factors that may affect Italian consumers’ willingness to eat insects. Italy is a fairly special case among Western countries: in many Italian regions, there is old traditional food with insects. Design/methodology/approach Data come from a sample of 456 consumers living in four Italian regions. The empirical investigation involves several steps: modification of class distributions to obtain a balanced sample; model estimation using the least absolute shrinkage and selection operator; model evaluation using out-of-sample classification performance measures; and estimation of the “effect” of each explanatory variable via average predictive comparisons. The uncertainty associated with the whole procedure is evaluated using the bootstrap. Findings The interviewed consumers are generally unwilling to eat insect-based food. However, factors such as previous experience, taste expectations and attitude towards both new food experiences and sustainable food play an important role in shaping individual inclination towards eating insects. Research limitations/implications The sample analysed in this study is not representative of the whole national population, as it happens in most papers dealing with entomophagy. Originality/value The paper revisits the issue using a relatively large sample and sophisticated statistical methods. The likely average effect of each explanatory variable is estimated and discussed in detail. The results provide interesting insights on how to approach a hypothetical Italian consumer in view of the possible development of a new market for edible insects.