The global Insects as Food and Feed (IAFF) industry currently farms over a trillion individual insects a year and is growing rapidly. Intensive animal production systems are known to cause a range of negative affective states in livestock; given the potential scale of the IAFF industry, it is urgent to consider the welfare of the industry's insect livestock. The majority of the literature on farmed insect welfare has focused on: (i) establishing that insect welfare ought to be of concern; or (ii) extending vertebrate welfare frameworks to insects. However, there are many overlooked challenges to studying insect welfare and applying that knowledge in IAFF industry contexts. Here, we briefly review five of these challenges. We end with practical recommendations for the future study of insect welfare.