Insect pest control can be achieved by the application of RNA interference (RNAi), a key molecular tool in functional genomics. Whereas most RNAi research has focused on insect pests, few studies have been performed on natural enemies. Validating the efficacy of RNAi in natural enemies is crucial for assessing its safety and enabling molecular research on these organisms. Here, we assessed the efficacy of RNAi in the ladybird beetle Eriopis connexa Germar (Coleoptera: Coccinellidae), focusing on genes related to reproduction, such as vitellogenin (Vg) and its receptor (VgR). In the transcriptome of E. connexa, we found one VgR (EcVgR) and two Vg genes (EcVg1 and EcVg2). These genes have been validated by in silico analyses of functional domains and evolutionary relationships. Five‐day‐old females were injected with 500 ng/µL of a specific double‐stranded RNA (dsRNA) (dsEcVg1, dsEcVg2, or dsEcVgR) for RNAi tests, while nonspecific dsRNA (dsGFP or dsAgCE8.1) was used as a control. Interestingly, dsEcVg2 was able to knockdown both Vg genes, while dsEcVg1 could silence only EcVg1. Additionally, the viability of the eggs was significantly reduced when both Vg genes were knocked down at the same time (after treatment with dsEcVg2 or “dsEcVg1+dsEcVg2”). Ultimately, malformed, nonviable eggs were produced when EcVgR was silenced. Interestingly, no dsRNA treatment had an impact on the quantity of eggs laid. Therefore, the feasibility of RNAi in E. connexa has been confirmed, suggesting that this coccinellid is an excellent Neotropical model for molecular research on natural enemies and for studying RNAi nontarget effects.