Insect-based food is not common in Europe, because most people do not consider insects to be edible, but rather a threat and a health risk. Fear and refusal to eat a new food product introduced into a culture is called food neophobia, which results in a hesitation to trying and experimenting with new foods. Although there is significant interest in this novel sector, there is a lack of research on the link between rejection, the level of food neophobia, and consumer behavior related to the introduction of insects into the diet. In this study, through 420 questionnaires, a specific experimental scale of insects was introduced which, together with a neophobia scale, analyzed the probability and the intention of respondents to consume insects. Another issue tested has been their intention to eat food containing insects. We observed that the analyses of the two scales produced different results, confirming the need for a specific scale to measure “insect phobia”. This is important, since knowledge about consumer preferences for and barriers to using insects as human food sources is limited but necessary in order to set up commercialization strategies. The development of insect-based food offers physical health benefits and also improves the sustainability of the food industry.