One of the best things about Tokay geckos is that they are not picky eaters. They eat almost every insect that they can hunt. In the wild, their diet includes bugs, crickets, worms, and roaches. They also eat small vertebrates such as small lizards, frogs, and pinkies. Following this natural feeding traits of Tokay geckos, you can conclude that you can feed them almost every edible insect that fits their mouth. But because of the scarcity or inaccessibility to some of these natural, Tokay gecko food, while in captivity, is quite limited.