The quantity of water required to grow our food is largely influenced by our dietary consumption habits. The following study was a data-based assessment of the water footprint of national consumption of agricultural products in Denmark between 2009 and 2013 in relation to three diet scenarios: The EAT diet, the Insects_REF diet, and the Insects_EAT diet. The EAT diet is a diet that follows the dietary recommendations of the EAT-Lancet Commission on food, planet, and health. The Insects_REF diet is a diet identical to the Danish diet but having all meat replaced by insects. The Insects_EAT diet is a diet identical to the EAT diet but having all meat replaced by insects. The study found that the Danish consumption compared to the EAT diet of meat, sugar, and other animal products is high whereas the consumption of pulses, nuts, oil crops and cereal products needs to be increased. The three diet scenarios result in a reduction of −26% or −682 l/cap/d for the EAT diet, −4% or −112 l/cap/d for the Insects_REF diet, and −24% or −646 l/cap/d for the Insects_EAT diet of the total water footprint with respect to the Danish diet (2651 l/cap/d). The reduction in meat and sugar contribute to most of the water footprint reduction. Coffee remains a large contributor of the total water footprint of agricultural consumption.