RNA interference (RNAi) has been widely used in functional genomics of insects and received intensive attention in the development of RNAi-based plants for insect control. Ecdysone receptor (EcR) and ultraspiracle protein (USP) play important roles in molting, metamorphosis, and reproduction of insects. EcR and USP orthologs and their function in grain aphid (Sitobion avenae F.) have not been documented yet. Here, RT-PCR, qRT-PCR, dsRNA feeding assay and aphid bioassay were employed to isolate EcR and USP orthologs in grain aphid, investigate their expression patterns, and evaluate the effect of RNAi on aphid survival and fecundity, and its persistence. The results indicated that SaEcR and SaUSP exhibited similar expression profiles at different developmental stages. Oral administration of dsRNAs of SaEcR and dsSaUSP significantly decreased the survival of aphids due to the down-regulation of these two genes, respectively. The silencing effect was persistent and transgenerational, as demonstrated by the reduced survival and fecundity due to knock-down of SaEcR and SaUSP in both the surviving aphids and their offspring, even after switching to aphid-susceptible wheat plants. Taken together, our results demonstrate that SaEcR and SaUSP are essential genes in aphid growth and development, and could be used as RNAi targets for wheat aphid control.