Insects are sources of diverse natural metabolites or entomochemicals with different properties. Extraction of entomochemicals depends on the polarity of solvent and affinity of metabolites, important for yield of bioactive entomochemicals. Antioxidants and entomochemicals of Pterophylla beltrani Bolivar and Bolivar (Orthoptera: Tettigoniidae) have been studied. In this work, several solvents were used and compared in relation to their capacity to extract entomochemicals from P. beltrani flour. Differences in yield of phenolics and antioxidant capacity between solvents were observed using methods based on Folin-Ciocalteu reagent, DPPH, and ABTS, respectively. Water was the best solvent to extract phenolics and antioxidant compounds from P. beltrani; while propanol was in general the solvent that resulted in least entomochemicals. Water extraction yielded 187 GAE mg/g flour for total phenolic compounds, 121.75 mM TE/g flour with the DPPH assay, and 362.6 mM TE/g flour with the ABTS assay, while propanol extraction yielded 0.74 GAE mg, 47.25 mM TE, and 55.45 mM TE per gram of flour for total phenolic compounds and antioxidants with DPPH and ABTS assays, respectively. Methanol and ethanol extractions yielded intermediate values. Alkaloids and sterols were detected using colorimetric assays of some extracts. Twenty compounds of alkaloids, phenolic compounds, amino acid derivatives, tryptamine derivatives, pyrazine derivatives, organic acids, fatty amides, and terpenes were identified using mass spectrometry; 20 unknown compounds also were detected. This makes P. beltrani a potential source of diverse entomochemicals. Further chemical characterization is needed to understand the entomochemicals and their roles in physiology and ecological interactions of P. beltrani.