RNA interference (RNAi) has become an essential technique in entomology research. However, RNAi efficiency appears to vary significantly among insect species. Here, the sensitivity of four insect species from different orders to RNAi was compared to understand the reason for this variation. A previously reported method was modified to monitor trace amounts of double-stranded RNA (dsRNA). After the administration of dsRNA, the dynamics of its content was determined in the hemolymph, in addition to the capability of its degradation in both the hemolymph and the midgut juice. The results showed that injection of dsRNA targeting the homologous chitinase gene in Periplaneta americana, Zophobas atratus, Locusta migratoria, and Spodoptera litura, with doses (1.0, 2.3, 11.5, and 33.0 μg, respectively) resulting in the same initial hemolymph concentration, caused 82%, 78%, 76%, and 20% depletion, respectively, whereas feeding doses based on body weight (24, 24, 36, and 30 μg) accounted for 47%, 28%, 5%, and 1% depletion. The sensitivity of insects to RNAi was observed to be as follows: P. americana > Z. atratus >>L. migratoria >>S. litura. In vivo monitoring revealed that RNAi effects among these insect species were highly correlated with the hemolymph dsRNA contents. Furthermore, in vitro experiments demonstrated that the hemolymph contents after dsRNA injection were dependent on hemolymph degradation capacities, and on the degradation capabilities in the midgut juice, when dsRNA was fed. In conclusion, the RNAi efficacy in different insect species was observed to depend on the enzymatic degradation of dsRNA, which functions as the key factor determining the inner target exposure dosages. Thus, enzymatic degradation in vivo should be taken into consideration for efficient use of RNAi in insects.