Edible insects have gained recognition worldwide as complementary protein sources. Recently, four edible insects were newly allowed to be used as food materials in Korea: the mealworm (Tenebrio molitor), the cricket (Velarifictorus asperses), the white-spotted flower chaffer beetle larva (Protaetia brevitarsis seulensis), and the rhinoceros beetle larva (Allomyrina dichotoma). In this study, we evaluated the oxidative stabilities of these four edible insects during cold storage. The insects were sacrificed by blanching for 3 minutes in boiling water. The blanched insects were then stored at $4^{\circ}C$ in an incubator for 42 days. The color values, titratable acidity, peroxide values, acid values, TBARS, contents of VBN, and total plate counts of the insects were measured at days 0, 2, 4, 7, 10, 14, 21, 28, 35, and 42, respectively. Blanching decreases oxidative stresses during storage. At day 0, the white-spotted flower chaffer beetle larva showed the highest values for acid value, TBARS, VBN, and microbial counts. Most of the oxidative indicators were significantly changed at day 14 in all four insects, possibly related with the growth on all microbial plates. Based on microbial safety and the oxidative stabilities of lipids and proteins, optimal storage conditions for the cricket, the white-spotted flower chaffer beetle larva, and the rhinoceros beetle larva were 10~14 days at $4^{\circ}C$. Likewise, the mealworm showed rapid oxidation after day 14, but poor qualities were not observed until day 28.