Copepods are zooplanktonic crustaceans ubiquitously widespread in aquatic systems. Although they are not the target, copepods are exposed to a wide variety of pollutants such as insect growth regulators (IGRs). The aim of this study was to investigate the molecular response of a non-targeted organism, the copepod Eurytemora affinis, to an IGR. Adult males and females were exposed to two sub-lethal concentrations of tebufenozide (TEB). Our results indicate a sex-specific response with a higher sensitivity in males, potentially due to a differential activation of stress response pathways. In both sexes, exposure to TEB triggered similar pathways to those found in targeted species by modulating the transcription of early and late ecdysone responsive genes. Among them were genes involved in cuticle metabolism, muscle contraction, neurotransmission, and gametogenesis, whose mis-regulation could lead to moult, locomotor, and reproductive impairments. Furthermore, genes involved in epigenetic processes were found in both sexes, which highlights the potential impact of exposure to TEB on future generations. This work allows identification of (i) potential biomarkers of ecdysone agonists and (ii) further assessment of putative physiological responses to characterize the effects of TEB at higher biological levels. The present study reinforces the suitability of using E. affinis as an ecotoxicological model.