We have previously shown that some insects, including cockroaches, have the ability to self-select a consistent protein:carbohydrate ratio. Most notably, we have shown that Rhyparobia madera nymphs when offered casein (protein) and sucrose (carbohydrate), consume these nutrients at a ratio of approximately 20% protein and 80% sucrose. Here, we examined the ability of R. madera nymphs to self-select a nutritious meal when offered casein, sucrose and source of lipid (canola oil). Various combinations of these diets were offered to nymphs and feeding rates were determined. Results showed that when given all three nutrients, the nymphs consumed these cubes at a 18:66:16 casein:sucrose:canola oil ratio. When given different combinations of these nutrients it became apparent that the consumption of protein by R. madera nymphs was unchanged whether there was a choice of canola oil and/or sucrose as an energy source. When injected with canola oil, nymphs drastically reduced their carbohydrate intake over 24 hours, yet maintained a constant protein intake. We also examined the regulatory effects that the neurotransmitter serotonin (5-HT) and its antagonist, α-methyl-tryptophan (AMT), had on lipid feeding. The nymphs were injected with either 5-HT or AMT and offered a lipid food source in addition to protein and carbohydrate cubes. The nymphs injected with 5-HT showed reduced lipid consumption and had consistent protein feeding. These results indicate that even though R. madera has the opportunity to choose different combinations of nutrients, the nymphs still chose an optimal protein intake for development and growth.