Vitellogenin (Vg), a yolk protein precursor, is the primary egg nutrient source involved in insect reproduction and embryo development. The Cotton Boll weevil (CBW) Anthonomus grandis Boheman, the most important cotton pest in Americas, accumulates large amounts of Vg during reproduction. However, the precise role of this protein during embryo development in this insect remains unknown. Herein, we investigated the effects of vitellogenin (AgraVg) knockdown on the egg-laying and egg viability in A. grandis females, and also characterized morphologically the unviable eggs. AgraVg transcripts were found during all developmental stages of A. grandis, with highest abundance in females. Silencing of AgraVg culminated in a significant reduction in transcript amount, around 90%. Despite this transcriptional reduction, egg-laying was not affected in dsRNA-treated females but almost 100% of the eggs lost their viability. Eggs from dsRNA-treated females showed aberrant embryos phenotype suggesting interference at different stages of embryonic development. Unlike for other insects, the AgraVg knockdown did not affect the egg-laying ability of A. grandis, but hampered A. grandis reproduction by perturbing embryo development. We concluded that the Vg protein is essential for A. grandis reproduction and a good candidate to bioengineer the resistance against this devastating cotton pest.