Cats will frantically chase these smaller beings in the house in an effort to catch and sometimes gulp down a collection of flies. While it may be alarming that a cat can consume foreign objects out of instinct, there is no usual cause for concern if they are consuming small bugs that are not poisonous. They will be able to continue their natural activities without cause for concern and it is completely normal to observe a bug or two falling victim to the household pet.
There should be a level of observation and monitoring when a cat is approaching its prey as there certainly remains the risk of certain harmful creatures.