This study aimed to characterize and investigate the potential of the oils from Gryllus bimaculatus, Teleogryllus mitratus, and Acheta domesticus to be used in nanoemulsions. The oils were extracted by a cold press method and characterized for their fatty acid profiles. Their irritation effects on the chorioallantoic membrane (CAM) were evaluated, along with investigations of solubility and the required hydrophilic–lipophilic balance (RHLB). Various parameters impacting nanoemulsion generation using high-pressure homogenization were investigated. The findings revealed that G. bimaculatus yielded the highest oil content (24.58% w/w), followed by T. mitratus (20.96% w/w) and A. domesticus (15.46% w/w). Their major fatty acids were palmitic, oleic, and linoleic acids. All oils showed no irritation, suggesting safety for topical use. The RHLB values of each oil were around six–seven. However, they could be successfully developed into nanoemulsions using various surfactants. All cricket oils could be used for the nanoemulsion preparation, but T. mitratus yielded the smallest internal droplet size with acceptable PDI and zeta potential. Nanoemulsion was found to significantly enhance the antioxidant and anti-skin wrinkle of the T. mitratus oil. These findings pointed to the possible use of cricket oils in nanoemulsions, which could be used in various applications, including topical and cosmetic formulations.