RNA interference (RNAi) is a method of gene silencing where dsRNA is digested into small interfering RNA (siRNA) in the presence of enzymes. These siRNAs then target homologous mRNA sequences aided by the RNA-induced silencing complex (RISC). The mechanism of dsRNA uptake has been well studied and established across many living organisms including insects. In insects, RNAi is a novel and potential tool to develop future pest management means targeting various classes of insects including dipterans, coleopterans, hemipterans, lepidopterans, hymenopterans and isopterans. However, the extent of RNAi in individual class varies due to underlying mechanisms. The present review focuses on three major insect classes viz hemipterans, lepidopterans and coleopterans and the rationale behind this lies in the fact that studies pertaining to RNAi has been extensively performed in these groups. Additionally, these classes harbour major agriculturally important pest species which require due attention. Interestingly, all the three classes exhibit varying levels of RNAi efficiencies with the coleopterans exhibiting maximum response, while hemipterans are relatively inefficient. Lepidopterans on the other hand, show minimum response to RNAi. This has been attributed to many facts and few important being endosomal escape, high activity dsRNA-specific nucleases, and highly alkaline gut environment which renders the dsRNA unstable. Various methods have been established to ensure safe delivery of dsRNA into the biological system of the insect. The most common method for dsRNA administration is supplementing the diet of insects via spraying onto leaves and other commonly eaten parts of the plant. This method is environment-friendly and superior to the hazardous effects of pesticides. Another method involves submergence of root systems in dsRNA solutions and subsequent uptake by the phloem. Additionally, more recent techniques are nanoparticle- and Agrobacterium-mediated delivery systems. However, due to the novelty of these biotechnological methods and recalcitrant nature of certain crops, further optimization is required. This review emphasizes on RNAi developments in agriculturally important insect species and the major hurdles for efficient RNAi in these groups. The review also discusses in detail the development of new techniques to enhance RNAi efficiency using liposomes and nanoparticles, transplastomics, microbial-mediated delivery and chemical methods.