RNA-mediated pathways form an important regulatory layer of myriad biological processes. In the last decade, the potential of RNA molecules to contribute to the control of agricultural pests has not been disregarded, specifically via the RNA interference (RNAi) mechanism. In fact, several proofs-of-concept have been made in this scope. Furthermore, a novel research field regarding extracellular RNAs and RNA-based intercellular/interorganismal communication is booming. In this article, we review key discoveries concerning extracellular RNAs in insects, insect RNA-based cell-to-cell communication, and plant–insect transfer of RNA. In addition, we overview the molecular mechanisms implicated in this form of communication and discuss future biotechnological prospects, namely from the insect pest-control perspective.