BACKGROUND The Neotropical stink bug Euschistus heros is a major pest in soybean fields. Development of highly species‐specific pesticides based on RNA interference (RNAi) could provide a new sustainable and environmentally friendly control strategy. RESULTS Here, the potential of RNAi as a pest control tool against E. heros was assessed. First, target gene selection using a microinjection approach was performed. Seven of the 15 candidate genes tested exhibited > 95% mortality after hemolymph injection of 27.5 ng dsRNA. Subsequently, dsRNA was administered orally using different formulations: naked dsRNA, liposome‐encapsulated‐dsRNA and dsRNA formulated with EDTA. Liposome‐encapsulated dsRNA targeting vATPase A and muscle actin led to significant mortality after 14 days (45% and 42%, respectively), whereas EDTA‐formulated dsRNA did so for only one of the target genes. Ex vivo analysis of the dsRNA stability in collected saliva indicated a strong dsRNA‐degrading capacity by E. heros saliva, which could explain the need for dsRNA formulations. CONCLUSION The results demonstrate that continuous ingestion of dsRNA with EDTA or liposome‐encapsulated dsRNA can prevent dsRNA from being degraded enzymatically and suggest great potential for using these formulations in dsRNA delivery to use RNAi as a functional genomics tool or for pest management of stink bugs. © 2018 Society of Chemical Industry RNAi could provide a new sustainable control strategy for the Neotropical stinkbug. In this article, we report the use of EDTA‐ and liposome‐formulations to increase RNAi efficiency.