RNA interference (RNAi) is a powerful tool that post‐transcriptionally silences target genes in eukaryotic cells. However, silencing efficacy varies greatly among different insect species. Recently, we met with little success when attempting to knock down genes in the mirid bug Apolygus lucorum via dsRNA injection. The disappearance of double‐stranded RNA (dsRNA) could be a potential factor that restricts RNAi efficiency. Here, we found that dsRNA can be degraded in midgut fluids, and a dsRNase of A. lucorum (AldsRNase) was identified and characterized. Sequence alignment indicated that its 6 key amino acid residues and the Mg2+‐binding site were similar to those of other insects’ dsRNases. The signal peptide and endonuclease non‐specific domain shared high sequence identity with the brown‐winged green stinkbug Plautia stali dsRNase. AldsRNase showed high salivary gland and midgut expression and was continuously expressed through the whole life cycle, with peaks at the 4th instar ecdysis in the whole body. The purified AldsRNase protein obtained by heterologously expressed can rapidly degrade dsRNA. When comparing the substrate specificity of AldsRNase, 3 specific substrates (dsRNA, small interfering RNA, and dsDNA) were all degraded, and the most efficient degradation is dsRNA. Subsequently, immunofluorescence revealed that AldsRNase was expressed in the cytoplasm of midgut cells. Through cloning and functional study of AldsRNase, the enzyme activity and substrate specificity of the recombinant protein, as well as the subcellular localization of nuclease, the reason for the disappearance of dsRNA was explained, which was useful in improving RNAi efficiency in A. lucorum and related species.