Halloween genes are involved in the biosynthesis of the molting hormone, which plays a key role in insect ecdysis, development, metamorphosis, and reproduction. Our previous work identified five Halloween genes from Locusta migratoria, but their functions are currently unknown. In this study, the sequences of these five Halloween genes were analyzed and characterized. LmCYP307a2, LmCYP306a1, LmCYP302a1, and LmCYP315a1 were primarily expressed in the prothoracic glands, while LmCYP314a1 was universally expressed in peripheral tissues, especially in the ovaries and Malpighian tubules. All five Halloween genes were mainly expressed from the 5th to the 7th d in 5th-instar nymphs. RNA interference (RNAi) silencing of LmCYP307a2 resulted in severe molting delays and molting failure, which could be rescued by supplementary 20-hydroxyecdysone. A hematoxylin and eosin staining analysis suggested that the RNAi of LmCYP307a2 inhibited the ecdysis process by inhibiting the apolysis and degradation of the old cuticle, and by promoting the synthesis of a new cuticle. Quantitative reverse transcription polymerase chain reaction results showed that the expressions of LmE74, LmCht5, and LmCht10 were dramatically down-regulated, while that of LmChsI was substantially up-regulated, after knockdown of LmCYP307a2. The results suggest that LmCYP307a2 is related to the molt process via regulation of chitin synthesis and degradation.