The consumption of edible insects is a promising approach to meet the increasing global demand for food. Commercialization of edible insects in the EU is regulated by the Novel Food regulation. To date, the yellow mealworm (Tenebrio molitor larva), the migratory locust (Locusta migratoria), the house cricket (Acheta domesticus), and the buffalo worm (Alphitobius diaperinus larva) have been authorized in the EU for human consumption. We aimed to develop a method based on DNA barcoding and high-resolution melting (HRM) analysis for the identification and differentiation of these four EU-authorized edible insect species in food. A primer pair previously designed for DNA metabarcoding, targeting a ~200 bp sequence of mitochondrial 16S rDNA, allowed discrimination between the four insect species in highly processed food. However, house cricket and migratory locust could not unambiguously be differentiated from tropical house cricket, desert locust, superworm, cowpea weevil, and sago worm, respectively. This problem could be solved by designing primers specific for house cricket and migratory locust. By combining these primers with the insect primers, additional polymerase chain reaction (PCR) products for house cricket and migratory locust were obtained, resulting in more complex melt curves compared to the unauthorized insect species. The optimized PCR-HRM assay is a very cost-efficient screening tool for authentication of EU-authorized edible insect species in food.