Insects comprise relevant biological models for investigating nutrient acquisition and allocation processes in the context of life-history ecology and evolution. However, empirical investigations are still partly limited by the lack of availability of simple methods for simultaneously estimating the four major energetic components (i.e. lipids, free sugars, glycogen and proteins) in the same individual. In the present work, we validate a fast, reproducible and cheap method for overcoming this problem that uses different solvents successively. First, proteins are solubilized in a phosphate-lysis buffer and then quantified according to the classical Bradford assay procedure. In a second step, a chloroform-methanol mixture is added to the aqueous phase, which allows assay of the total lipid fraction, as well as the free sugars and glycogen in the same insect homogenate. In addition, a micro-separation procedure is adapted to partition the total lipids into neutral (mainly stored lipids) and polar (mainly structural lipids) components. Although these assays are conducted sequentially in the same individual, the sensitivity of our method remains high: the estimated amount of each energetic compartment does not differ from that obtained with former, partial methods. Our method should thus largely improve our knowledge about nutrient acquisition and allocation among insects not only in laboratory-reared individuals, but also in animals caught in the wild. Descriptions and recommendations are given at each step of the protocol to adapt the procedure to various insect species. Finally, to prevent misinterpretation of data generated in accordance with this protocol, the limits of our method are discussed in the light of life-history studies.