RNA interference (RNAi) is a sequence-specific gene silencing mechanism that holds great promise for effective management of agricultural pests. Previous studies have shown that the efficacy of RNAi varies among different insect species, which limits its wide spread application in the field of crop protection. In this study, we identified and characterized six core RNAi pathway genes including OfDicer1, OfDicer2, OfR2D2, OfAgo1, OfAgo2, and OfAgo3 from the transcriptomic database of the Asian corn borer (Ostrinia furnacalis). Domain analysis showed that the six deduced proteins contained the necessary functional domains. Insect developmental stage- and tissue-specific expression analysis showed that five genes were expressed in all the stages and tissues examined except OfAgo3, which showed low expression in larvae, and high expression in pupae and adults and in the midgut. RT-qPCR was performed to examine the response of these six genes to exogenous double-stranded RNA (dsRNA). Interestingly, the transcript levels of OfDicer2 and OfAgo2 were significantly enhanced after the injection of dsEGFP at different time points and tissues investigated. Consequently, the RNAi efficiency in targeting the insect endogenous genes can be greatly enhanced in the hemolymph or midgut. Taken together, our investigations suggest that RNAi efficiency can be enhanced by pre-injection of dsRNA to induce the RNAi core machinery genes, which could be a useful strategy to improving RNAi efficiency for studying gene functions under laboratory conditions.