RNA interference (RNAi) is a powerful and convenient tool not only for functional analysis of specific genes, but also for large-scale screening of gene function in insects; however, reports on its efficiency throughout development in a single species are limited. We demonstrate here that non-cell autonomous RNAi by injection of double-stranded RNA (dsRNA) knocks down targeting genes in most developmental stages in the sawfly, Athalia rosae. Injection of dsRNA targeting the green fluorescence protein (gfp) gene into eggs of a transgenic strain carrying the constitutively expressing gfp gene resulted in the absence of GFP fluorescence during embryogenesis, while a portion of the gfp dsRNA-injected embryos began exhibiting GFP fluorescence at late embryogenesis. When gfp dsRNA was injected into parental female pupae, the RNAi effect was carried over to all embryos of the next generation and the effect lasted until mid-larval stages. Parental injection of dsRNA was more efficient than embryonic injection in terms of penetrance of the effect and the survival rate. After injection of gfp dsRNA into last instar larvae, the RNAi effect was sustained during prepupal and pupal stages and in adults. The gfp gene transcript markedly decreased in these knockdown phenotypes. It was revealed by employing fluorescence-labeled dsRNA that injected dsRNA was taken up in internal organs. Knockdown of an endogenous gene, Distal-less (Dll), resulted in typical phenotypes represented by the lack and malformation of Dll-expressing organs, such as distal parts of the appendages and wing edges without showing off-target effects. In contrast, RNAi by dsRNA injection seems to be hardly effective in mid- to late-larval stages.