In insects and other animals, three different classes of small RNAs, including short/small interfering RNAs (siRNAs), microRNAs (miRNAs), and P-element induced wimpy testis (Piwi)-interacting RNAs (piRNAs), have been known to trigger three corresponding RNAi pathways. Ago1, Ago2, and Ago3 are the core proteins of the RNA-induced silencing complex (RISC) of the siRNA, miRNA, and piRNA pathway, respectively. Gene regulation by small RNAs is now recognized to be critical in the development and physiology of insects and animals. Therefore, exploiting the RNA interference (RNAi) gene mechanism to silence essential genes in pest insects, leading to toxic effects, has surfaced as a promising new control strategy in the past decade. Basic small RNA delivery methods include microinjection, feeding, and soaking. In addition, new technologies, including nanoparticle-enabled and plant-mediated delivery, have been developed to improve small RNA delivery. Major challenges to the widespread use of RNAi in insect pest management include variable RNAi efficiency among insects, lack of reliable dsRNA delivery methods, off-target and nontarget effects, and potential development of resistance in insect populations.