(1) Background: Scopoletin and scoparone, two naturally occurring coumarins, have garnered considerable attention and have been introduced to the market in China due to their high insecticidal efficacy and low toxicity. To investigate the structure-activity relationship of these coumarins, a series of scopoletin derivatives with aryl sulfate at C7 and different substitutes at C3 were designed and synthesized, and their insecticidal activity was studied. (2) Methods: A total of 28 new scopoletin derivatives were designed and synthesized. Most target compounds exhibited moderate insecticidal activity against the phytophagous mite and the brine shrimp . (3) Results: Among these compounds, compounds and possessed the best insecticidal activities against with LC values of 57.0 and 20.0 μg/mL, respectively, whereas that of the control drug was 15.0 μg/mL. Compound exhibited selective insecticidal activities against , with an LC value of 9.36 μg/mL, whereas its LC value against was 93.0 μg/mL. The enzymatic inhibitory activity on acetylcholinesterase (AChE) showed a consistent tendency with the insecticidal activity. Further molecular docking analyses predicted the binding conformations of these compounds, which showed a good correlation between the insecticidal activity and the binding scores. (4) Conclusions: In general, a decreased electron cloud density of the Δ olefinic bond is beneficial for improving the insecticidal activity against both and . In addition, naphthyl or benzene groups with a sulfate ester at the C7 position could further improve the insecticidal activity against . AChE was implied to be a site of action for potential insecticidal activity. The results provide insight into the rational design of a new generation of effective coumarin insecticides.