In Western countries, one of the main barriers to entomophagy is repulsion toward insects. Few studies have investigated the factors that influence attitudes toward entomophagy. Therefore, we conducted a cross-sectional study involving a sample of 248 university students, focusing on disgust and other potential attributes that can influence insect consumption, including health literacy. We used a 17-item self-administered questionnaire. Consistent with the literature, two items were chosen as outcome variables to evaluate the predictors of the propensity to consume insects: “Have you ever eaten insects or insect-based products?” and “How disgusting do you find eating insects?” The data analysis shows that having already eaten insects is inversely associated with the level of disgust (OR: 0.1, p < 0.01); and it is positively associated with higher levels of health literacy (OR: 3.66, p > 0.01). Additionally, having some knowledge and information about entomophagy is inversely associated with a higher level of disgust (OR: 0.44, p = 0.03 and OR: 0.25, p = 0.03, respectively), while being female is positively associated with disgust (OR: 3.26, p < 0.01). Our results suggest the potential role of health literacy, in addition to other factors, in influencing the willingness to taste insects. However, further studies involving larger and non-convenience samples are needed to confirm our hypothesis.