Insua made his official debut for the Galicians' first team on 25 November 2012, playing the last ten minutes of the 1–1 La Liga away draw against Athletic Bilbao.[3] On 17 August of the following year, with the club again in the Segunda División, he scored his first professional goal, the only in a win at UD Las Palmas.[4]
Insua renewed with Depor on 25 March 2014, signing until 2018.[5] He was an ever-present figure during the season, appearing in 39 matches and scoring three goals as his team returned to the top flight at the first attempt.[6]
Leganés
On 15 August 2015, Insua was loaned to CD Leganés of the second tier for one year.[7] He scored once from 35 games in his first year, helping to a first ever top-division promotion.[8][9]
On 29 June 2017, after contributing 29 appearances as Leganés retained their newly acquired status, Insua signed with FC Schalke 04 on a four-year deal for an undisclosed fee.[12] In September, he suffered myocarditis which kept him out of play for months until he returned to training in January 2018.[13] His Bundesliga debut occurred on 17 March, when he came on as a 64th-minute substitute in the 1–0 away defeat of VfL Wolfsburg.[14]
Huesca
On 20 July 2018, Insua joined SD Huesca on a season-long loan.[15] On 21 August 2019, the move was extended for another year.[16]
Insua agreed to a permanent three-year contract on 1 August 2020, after the club exercised their option to buy.[17] On 2 July 2022, his link was terminated.[18]
Sporting Gijón
On 4 July 2022, Insua signed a two-year deal with Sporting de Gijón.[19] He was a regular starter for the club during his two-season spell, scoring four goals.
^Malagón, Manuel (21 January 2017). "Cuando el balón quiere entrar..." [When the ball wants to go in...]. Marca (in Spanish). Retrieved 21 January 2017.