Simple Summary Aphis gossypii Glover is a pervasive pest with a global presence, causing significant economic losses in agriculture. Lambda-cyhalothrin is a widely used pyrethroid insecticide. Former research has shown that numerous chemical insecticides have a sublethal effect on A. gossypii. However, the sublethal effect of lambda-cyhalothrin on A. gossypii remains unknown. This study examined the effects of a sublethal dose of lambda-cyhalothrin on A. gossypii by life tables and qPCR analysis. In conclusion, the results clarified the sublethal effect of lambda-cyhalothrin on A. gossypii and provided a theoretical foundation for the prudent utilization of insecticides to combat this pest and devise strategies for managing resistance. Abstract Aphis gossypii Glover, a widespread insect, presents a substantial danger to global agriculture. Lambda-cyhalothrin is a pyrethroid insecticide that has been widely studied for its effects on arthropods. Studies have reported that sublethal doses of insecticides can produce various consequences on arthropod reproduction. Hence, the objective of this research was to examine the potential effects of a sublethal dose of lambda-cyhalothrin (LC30, 1.15 mg/L) on A. gossypii, for which we created life tables and conducted qPCR analysis. Adult longevity, fecundity, net reproductive rate (R0), body length, width, weight, and the expression of vitellogenin (Vg) and vitellogenin receptor (VgR) genes were not significantly altered by lambda-cyhalothrin treatment at LC30 concentration in the F0 generation of A. gossypii adults. The intrinsic rate of increase (r) and finite rates of increase (lambda) decreased significantly, while the mean generation time (T) increased. In addition, Vg and VgR gene expression levels were significantly higher in the F1 and F2 generations, whereas body length, width, and weight were notably reduced. The developmental duration, longevity, r, and lambda did not differ significantly from those of the control group. Thus, the sublethal and intergenerational stimulatory effects of lambda-cyhalothrin were observed in A. gossypii, and the alterations in Vg and VgR in A. gossypii were strongly associated with sublethal effects. The results of this research offer valuable knowledge regarding the indirect impacts of lambda-cyhalothrin on A. gossypii, which can be utilized as a theoretical foundation for the prudent utilization of insecticides to combat this pest and devise strategies for managing resistance.