The soybean aphid, Aphis glycines Matsumura (Hemiptera: Aphididae), a primary pest of soybean, poses a severe threat to soybean production. In this study, the 4th instar nymphs were exposed to the LC50 and LC30 of imidacloprid and thiamethoxam from F0 to F4 generations to evaluate the activities of peroxidase, pyruvate kinase, and trehalase using microassay. We found that peroxidase and pyruvate kinase activities in soybean aphids increased rapidly, first to peak and then decreased slowly generation by generation under imidacloprid and thiamethoxam stress. In contrast, the trehalase activity was significantly decreased in F1 to F5 generations when treated with the LC50 and LC30 and imidacloprid and thiamethoxam compared to control. In addition, the Enzyme-Linked Immunosorbent Assay (ELISA) was used to monitor the changes in molting and juvenile hormone expressions of the soybean aphids in each generation (F1-F5). The expression of juvenile hormone in soybean aphids was increased significantly in each generation under continuous stress of imidacloprid and thiamethoxam LC50 imidacloprid and LC50 thiamethoxam inhibited the expression of molting hormones in soybean aphids of each generation. LC30 imidacloprid or LC30 thiamethoxam significantly stimulated the expression of molting hormone in the 1st and 2nd instar nymphs in each generation. In this paper, the differences in antioxidant regulation, energy metabolism intensity, and hormone expression of multi-generation soybean aphids were monitored under continuous stress of imidacloprid and thiamethoxam. Our results revealed the effects of continuous insecticide stress on the main endogenous substances. Further, they clarified the regulation rules of resistance in soybean aphids, providing a reference for efficient control with imidacloprid and thiamethoxam.