Edible insects are a potential alternative food source of high feed conversion efficiency and protein content. Zophobas atratus is an edible insect that adapts to different diets, enabling sustainable rearing by adding value to by-products and agro-industrial residues. This study aimed to evaluate the performance and nutritional characterization of Zophobas atratus larvae fed with different proportions of grape residue. Physicochemical analysis of the diets and larvae (AOAC procedures), fatty acid profile (chromatographic techniques), metals and non-metals (inductively coupled plasma optical emission spectrometry), larval mass gain, feed conversion efficiency, and mortality rate were assessed. The replacement of 25% of the conventional diet with grape residue increased lipid, ash, and fiber contents and reduced protein, carbohydrates, and energy. It promoted greater mass gain, lower mortality rate, and reduced larval growth time by 51%. Among the replacements, 25% resulted in the second-highest content of calcium, sodium, magnesium, and zinc, and the lowest content of potassium and phosphorus in the larvae. The 100% replacement resulted in the highest amounts of C18:2n6 (27.8%), C18:3n3 (2.2%), and PUFA (30.0%). Replacing 25% of the conventional diet with grape residue is equivalent to the conventional diet in many aspects and improves several larvae performance indices and nutritional values.