The low efficiency of RNA interference (RNAi) in insects via the oral administration of double-stranded RNA (dsRNA) is a considerable obstacle preventing its application in insect pest control. The instability of dsRNA and insufficient dsRNA uptake are known to limit the RNAi efficiency. To overcome these limitations, the block copolymer poly(ethylene glycol)polylysine(thiol) [PEG-PLys(SH)] was designed in this study to form well-defined, core−shell nanoparticles to protect dsRNA from premature degradation and to facilitate its movement through various physiological barriers. The developed material had excellent structural stability and dsRNA-protecting capacity, thereby enabling the prolonged survival of dsRNA in the digestive tract for endocytosis into the midgut cells of the migratory locust, Locusta migratoria. After encapsulation of a dsLmCHS2 payload (a midgut gene), a 60% down-regulation of LmCHS2, accompanied with observations of amorphous and discontinuous linings of the peritrophic matrix and abnormal phenotypes, was observed. In addition, the elaborated nanoscale dsRNA condensates appeared to readily extravasate through the narrow fenestrations in the linings of midgut epithelial cells into the hemolymph and be distributed throughout the body. After encapsulation of a dsLmCHS1 payload (a cuticle gene), a distinctive lethal phenotype with molting failure was observed as a result of a 50% down-regulation in LmCHS1. The persistent leaf adherence of these dsRNA constructs was also capable of resisting continuous rinsing. Therefore, these dsRNA constructs represent a robust type of RNAi pesticide, which has potential as a versatile pesticide against a variety of molecular targets for the control of destructive insects and insects resistant to conventional pesticides.