RNA interference (RNAi) by introducing double-stranded RNA (dsRNA) is a powerful approach to the analysis of gene function in insects; however, RNAi responses vary dramatically in different insect species and tissues, and the underlying mechanisms remain poorly understood. The migratory locust, a destructive insect pest and a hemimetabolic insect with panoistic ovaries, is considered to be a highly susceptible species to RNAi via dsRNA injection, but its ovary appears to be completely insensitive. In the present study, we showed that dsRNA persisted only briefly in locust haemolymph. The ovariole sheath was permeable to dsRNA, but injected dsRNA was not present in the follicle cells and oocytes. The lack of dsRNA uptake into the follicle cells and oocytes is likely to be the primary factor that contributes to the ineffective RNAi response in locust ovaries. These observations provide insights into tissue-dependent variability of RNAi and help in achieving successful gene silencing in insensitive tissues.