The pyrethroid insecticide lambda-cyhalothrin is threatened by insecticide resistance and has been registered to control Apolygus lucorum. The sulfoximine insecticide sulfoxaflor as an excellent candidate is recommended for its management. Previous studies have mainly focused on identifying resistance genes and their sublethal effects on the biological characteristics of these two insecticides in this pest. However, the toxicity mechanism differences of lambda-cyhalothrin and sulfoxaflor exposures are largely unknown. The LD10 and LD30 values were measured with significant difference as 0.15, 0.46, 33.58, and 73.60 ng/insect for sulfoxaflor and lambda-cyhalothrin, respectively, indicating differences in the insecticide type. Exposure to sublethal sulfoxaflor resulted in a higher total number of differentially expressed genes (DEGs) (550 and 995 DEGs) than exposure to sublethal lambda-cyhalothrin (101 and 112 DEGs). Moreover, enrichment analysis showed that more metabolic and signaling pathways were involved in the toxicity of sulfoxaflor than that of lambda-cyhalothrin, and enzyme activities in the enriched pathways were induced by sulfoxaflor and inhibited by lambda-cyhalothrin. For transcriptome validation, DEGs encoding detoxification-related genes were identified and validated by quantitative real-time PCR (qRT-PCR). These results indicate that sulfoxaflor is more toxic than lambda-cyhalothrin due to different modes of action. Our findings not only first provide insight into the toxicity mechanism differences of lambda-cyhalothrin and sulfoxaflor action and detoxification in A. lucorum at molecular and biochemical levels but also offer data and techniques for registering candidate sulfoxaflor and efficient application of insecticides in the field.