Protein malnutrition is a serious challenge in the developing countries. Attention is shifting to the use of edible insects in a form which is acceptable to people irrespective of social status and level of civilization in efforts to alleviate protein malnutrition. Gonimbrasia zambesina caterpillar emerge seasonally in the coastal part of Kenya. Despite their rich protein, fat and mineral contents, their consumption is low. This study was thus undertaken to evaluate the effect of substituting wheat flour with 0%, 5%, 10%, 15% and 20% of G. zambesina caterpillar flour on the nutritional composition and sensory properties of wheat muffins. The substitution levels were in accordance with the recommendations by Kenyan Bureau of Standards (KEBS). Substitution of wheat flour with G. zambesina caterpillar flour resulted into significantly high crude protein, crude fat and crude fibre content. There was an increasing trend in the ash, minerals and tocopherol content with increase in substitution level of wheat flour with G. zambesina caterpillar flour. The Invitro protein digestibility (IVPD) significantly decreased from 10%-20% substitution levels of wheat flour with G. zambesina caterpillar flour. There was a significant difference (p<0.05) in the carbohydrate contents of enriched wheat muffins. The sensory score for colour, texture, aroma and overall acceptability of the wheat muffins also decreased with increasing substitution level of G. zambesina flour. At 10% substitution level of wheat flour with G. zambesina caterpillar flour, wheat muffins had significantly higher nutritional content than control wheat muffins (0%) and was comparable to muffin enriched with 5% G. zambesina caterpillar flour in terms of overall acceptability. Thus, enriching wheat muffins with G. zambesina caterpillar flour at 10% substitution level has the potential to improve the nutritional health of people suffering from protein malnutrition since they are richer in protein with a digestibility of over 88.8% and are acceptable.