Henosepilachna vigintioctopunctata is a notorious pest of solanaceous plants in Asia, which is mainly managed by chemical pesticides. RNA interference (RNAi) technique is considered to be a promising and effective alternative for pest control. In this study, we selected the proteasome 20S subunit alpha 2 (Prosα2) gene, a cellular protein involved in many proteins regulatory processes, to explore the RNAi efficiency in H. vigintioctopunctata. The obtained results confirmed the significant lethal effects of HvProsα2 silencing on the H. vigintioctopunctata 1st instar larvae at concentrations of 100, 50, and 5 ng/μL. Ingestion of the bacterially expressed dsHvProsα2 caused high mortality in both larvae and adults. Moreover, silencing of HvProsα2 resulted in feeding disorders, growth delay, and abnormal intestinal development of the larvae. Overall, HvProsα2 acts as an important regulator for the growth and development of H. vigintioctopunctata, and can serve as a candidate target gene for the RNAi-based control of H. vigintioctopunctata.