The objective of this study was to examine the inhibition of the activity of enzymes associated with development of the metabolic syndrome by peptide fractions received from simulated gastrointestinal digestion and absorption of heat-treated edible insects. The inhibitory activities of insect-derived peptides were determined against key enzymes relevant to the metabolic syndrome such as the angiotensin-converting enzyme (ACE), pancreatic lipase, and α-glucosidase. After the in vitro absorption process, all hydrolysates showed high inhibitory activity; however, the most effective metabolic syndrome-inhibitory peptides were received after separation on Sephadex G10. The best results were found for peptide fractions obtained from Schistocerca gregaria. The highest enzymes inhibitory activities were obtained for peptide fractions from S. gregaria: boiled for ACE (IC50 3.95 µg mL−1), baked for lipase (IC50 9.84 µg mL−1), and raw for α-glucosiadase (IC50 1.89 µg mL−1) S. gregaria, respectively. Twelve sequences of peptides from the edible insects were identified and their chemical synthesis was carried out as well. Among the synthesized peptides, the KVEGDLK, YETGNGIK, AIGVGAIR, IIAPPER, and FDPFPK sequences of peptides exhibited the highest inhibitory activity. Generally, the heat treatment process applied to edible insects has a positive effect on the properties of the peptide fractions studied.