The purpose of this research was to evaluate the potential of a sourdough containing cricket powder hydrolysate by the RO25 Yarrowia lipolytica strain to produce an innovative bakery product. RO25 hydrolysed cricket bread (RO25H-CB) was compared with control bread obtained from a traditional sourdough using wheat flour and with an additional bread control obtained from no-hydrolysed cricket powder sourdough. The results obtained showed that RO25H-CB had a highest amount of proteins and free fatty acids than wheat control bread, attributed to the well-known proteolytic and lipolytic activities of Y. lipolytica. Moreover, RO25H-CB sample was characterised by high content of health-promoting and aroma precursors lipids as well as a lowest biogenic amine index among samples analysed, suggesting for this sample a high overall quality respect to no hydrolysed cricket powder bread. Finally, the data relating the sensory analysis highlighted good application opportunities for RO25 cricket hydrolysate as ingredients for baking. In fact, RO25H-CB had received positive evaluations for almost all the parameters considered. These results demonstrated that hydrolysates from Y. lipolytica, compared to the no hydrolysed cricket, were able to impart specific sensory and qualitative characteristics to the final product, with positive feedback from the involved panellists.