Edible crickets Acheta domesticus and Gryllus assimilis are worldwide mass-reared insects. They are recognised as a sustainable source of protein in the food and feed industries and, in relation to this, must comply with food safety requirements. In this study, we assessed the self-protective ability of crickets to recognise potentially hazardous bacteria-contaminated feed. A two-choice test was carried out to estimate the crickets’ preference between the bacteria-contaminated and control feed. Three bacterial species were tested as potential contaminants: Escherichia coli, Pseudomonas aeruginosa and Bacillus subtilis. A. domesticus did not recognise feed contaminated with any of the bacterial species tested. G. assimilis avoided E. coli-contaminated feed, while the other two bacteria did not cause differences in feeding behaviour. The study of gas chromatography-electroantennogram detection showed that E. coli released a volatile compound, which was olfactory perceived by both males and females of G. assimilis. The compound was identified as indole. In a behavioural test, crickets spent less time feeding on indole-contaminated feed compared to control feed. Hence, indole induced an avoidance response in G. assimilis. It can be concluded that G. assimilis perceives and recognises some bacteria contaminants and thereby avoids spoiled feed.