The migratory locust, Locusta migratoria, is one of the most destructive agricultural pests and has been widely used as a model system for insect physiology, neurobiology and behavioural research. In the present study, we investigated the effects of RNA interference (RNAi) using two delivery methods for double-stranded RNA (dsRNA) molecules, namely, injection and feeding, to develop a potential new pest control strategy. Our results showed that locusts have a sensitive and systemic response to the injection of dsRNAs in a dose-dependent manner, but do not respond to the feeding of dsRNAs. Further experiments suggested that the ineffectiveness of dsRNA feeding was attributable to the rapid degradation of dsRNA, which was probably induced by nuclease enzymes in the locust midgut. Moreover, we identified almost all the homologous genes involved in the endocytosis-mediated dsRNA uptake from the locust genome, which provided possible clues regarding the dsRNA uptake mechanisms from the intestine to the midgut epithelium. These findings reveal the differential response models of fourth instar locust nymphs to dsRNA delivery methods, contribute to the current understanding of insect RNAi mechanisms and provide important information for the further application of RNAi as a genetic tool and pest control strategy.