The high protein content of insects has been widely studied. They can be a good food alternative, and therefore it is important to study the effect of digestion on their protein. This review examines the different in vitro protein digestibility methodologies used in the study of different edible insects in articles published up to 2021. The most important variables to be taken into account in in vitro hydrolysis are the following: phases (oral, gastric and intestinal), enzymes, incubation time and temperature, method of quantification of protein hydrolysis and sample preprocessing. Insects have high digestibility data, which can increase or decrease depending on the processing of the insect prior to digestion, so it is important to investigate which processing methods improve digestibility. The most commonly used methods are gut extraction, different methods of slaughtering (freezing or blanching), obtaining protein isolates, defatting, thermal processing (drying or cooking) and extrusion. Some limitations have been encountered in discussing the results due to the diversity of methodologies used for digestion and digestibility calculation. In addition, articles evaluating the effect of insect processing are very limited. It is concluded that there is a need for the standardisation of in vitro hydrolysis protocols and their quantification to facilitate comparisons in future research.