Apparent digestibility coefficients (ADCs) of five commercially available insect larvae meals, H. illucens (HI and HId), T. molitor (TM and TMd) and a locust meal (LM), obtained from different producers, were assessed in European sea bass (Dicentrarchus labrax) juveniles. Each experimental diet was obtained by replacing 20% of a commercial-based diet used as reference (DREF), with 1% of chromic oxide added, by a test ingredient. Each diet was fed to quadruplicate groups of fish (initial weight: 33 ± 1 g) and, after an acclimatization period, daily collection of faeces was performed during 12 days. Dry matter ADC was highest in TM (85%) and lowest in LM (40%). Protein ADC was high in TMd (93%); intermediate in HId and TM (87 and 89%, respectively); and moderate in LM and HI (74 and 76%, respectively). Overall, the ingredient with highest digestible total essential amino acids (EAAs) content was TMd, followed by TM which was higher than HId; HI had a moderate amount of digestible EAAs, and LM had the lowest values. Fat ADC was highest for HId, TMd and TM (93%–95%). Energy and phosphorus ADC were highest in TMd (84% and 91%, respectively) and lowest in LM (53% and 27%, respectively). In conclusion, the high protein level, high protein digestibility and high amount of digestible EAAs of TM and TMd (> 89%) suggests that Tenebrio molitor larvae meals are the most promising protein sources tested for European sea bass, with potential to replace fishmeal without impairing nutrient digestibility.