Orthopteran insect pests, specifically the Mormon cricket, Anabrus simplex (Orthoptera: Tettigoniidae) and desert locust, Schistocerca gregaria, (Orthoptera: Acrididae), are known to cause significant economic losses to the rangeland forage and agricultural crops due to their destructive migratory behavior during their sudden and periodic outbreaks. Currently, the management methods rely heavily on broad-spectrum chemical insecticides, which can be toxic to the non-targets and may eventually develop resistance in the targeted species. Therefore, we aimed to assess the potential of RNA interference (RNAi)-based alternative strategies which could supplement the current methods. In insects, RNAi efficiency varies with the method of dsRNA delivery, so we tested two different methods of dsRNA delivery—injection and oral feeding of dsRNA in both species. Our results showed that both species are sensitive to the injection but not to the oral feeding of dsRNA, likely due to high nuclease activity in the insect midgut. To overcome this, we encapsulated dsRNA in poly lactic-co-glycolic acid (PLGA) nanoparticles and studied its release kinetics and RNAi efficiency by oral feeding. However, we found that while the PLGA nanoparticle permeates from the insect digestive system to the hemolymph, it failed to induce an efficient RNAi response of the targeted genes. Therefore, further research is necessary to investigate the stability of dsRNA and its uptake mechanism in these species to devise RNAi as a viable alternative management strategy.