Sub-Saharan Africa still bears the greatest forms of malnutrition. Attention is shifting to the use of edible insects in forms which are acceptable to people irrespective of their social status and level of civilization in efforts to alleviate protein malnutrition. Gonimbrasia zambesina (Lepidoptera: Saturniidae) caterpillars emerge seasonally in the coastal part of Kenya and despite their rich nutritional profile, their consumption is low. This study was thus undertaken to evaluate the effect of substituting wheat four with G. zambesina caterpillar four at 0%, 5%, 10%, 15% and 20% substitution levels on the nutritional composition and sensory properties of wheat muffins. Substituting wheat four with G. zambesina caterpillar four resulted in significantly high protein, fat and fibre contents of enriched wheat muffins. There was also an increasing trend in the ash, minerals and tocopherol content. Invitro protein digestibility significantly decreased from 10 to 20% substitution levels. There was a significant difference (p<0.05) in the carbohydrate contents of enriched wheat muffins. The sensory scores for colour, texture, aroma and the overall acceptability of wheat muffins decreased with increasing substitution levels. At 10% substitution level, wheat muffins had significantly higher nutritional content than control wheat muffins (0%) and were comparable to muffins enriched with 5% G. zambesina caterpillar four in terms of overall acceptability. Thus, enriching wheat muffins with G. zambesina caterpillar four at 10% substitution level has the potential to contribute to improved protein nutrition since they have a higher protein content than the control wheat muffin and are 88.8% digestible (in vitro).