Exogenous double-stranded RNA (dsRNA) can trigger gene silencing through the RNA interference (RNAi) pathway. Our previous research established that Bactrocera dorsalis can block RNAi after an initial priming of exposure to dsRNA. However, the mechanism underlying this phenomenon is not yet fully understood. Here, we demonstrate that fatty acid biosynthesis and metabolism pathways play important roles in the blockage of RNAi induced by dsRNA priming. The ratio of linoleic acid (LA) to arachidonic acid (AA) was significantly increased in the hemolymph of B. dorsalis following dsRNA priming, and further, the endocytosis of dsRNA into the midgut cells of B. dorsalis was inhibited in these samples. The expression levels of most genes involved in the fatty acid biosynthesis and metabolism pathways were altered following priming with dsRNA. Furthermore, altering the composition of fatty acids via the injection of AA can facilitate the uptake of ingested dsRNA into the midgut cells of Drosophila melanogaster and successfully induce an RNAi effect, which cannot be achieved via feeding in fruit flies. Our results suggest that polyunsaturated fatty acids are involved in the regulation of the dsRNA-endocytic ability in B. dorsalis.