The larvae of the yellow mealworm Tenebrio molitor represent a new sustainable source of protein and nutrients for animal and human nutrition. To ensure safe insect-based foods, the risks of mycotoxins and other chemicals must be elucidated. Since oxidative stress is known to underlie many mycotoxin-induced disorders, the present work investigates the effects of the mycotoxin zearalenone (ZEA) on the responses of some oxidative stress biomarkers, superoxide dismutase (SOD), catalase (CAT), and glutathione S-transferase (GST) in the whole body of mealworm, as well as the effects on larval survival, body weight, and locomotor activity, and some aspects of mycotoxin accumulation. Larvae were fed artificially contaminated wheat bran containing approximately 0.1 mg/kg, 0.5 mg/kg, 2 mg/kg, and 5 mg/kg ZEA for two weeks. The results of the current study showed that ZEA-contaminated wheat bran at a concentration of 0.5 mg/kg was correlated with increased SOD, CAT, and GST enzyme activities and decreased locomotor activity. Higher concentrations of ZEA, i.e., 2 and 5 mg/kg caused enzymes and locomotor activity to return to control levels. The presence of ZEA in the diet for two weeks did not affect survival but resulted in lower weight gain in T. molitor larvae. The concentration of ZEA in the residual material was 21.1–37.6%, while in the larvae it accounted for 0.38–0.51% of the mycotoxin in the feed. The selected concentrations were in accordance with the EU limits for the presence of ZEA in food and with the levels found in naturally contaminated cereals. Our results suggest that ZEA at the tested concentration induces physiological, biochemical, and behavioral changes in larvae that could potentially serve as early markers of mycotoxin contamination. •Effects of the mycotoxin zearalenone (ZEA) in feed on Tenebrio molitor larvae.•Reduction of weight gain depending on ZEA concentration.•Increased activity of antioxidant enzymes at lower ZEA concentrations.•Decreased locomotor activity at lower ZEA concentrations.•Absence of biochemical and behavioral effects at higher ZEA concentrations.