Zinc finger protein (Zelda) of Tribolium castaneum (TcZelda) has been showed to play pivotal roles in embryonic development and metamorphosis. However, the regulatory mechanism of TcZelda associated with these physiology processes is unclear. Herein, the developmental expression profile showed that Zelda of T. castaneum was highly expressed in early eggs. Tissue expression profiling revealed that TcZelda was mainly expressed in the larval head and adult ovary of late adults and late larvae. TcZelda knockdown led to a 95% mortality rate in adults. These results suggested that TcZelda is related to the activation of the zygote genome in early embryonic development. Furthermore, 592 differentially expressed genes were identified from the dsZelda treated group. Compared with the control group, altered disjunction (ALD) and AGAP005368-PA (GAP) in the dsZelda group were significantly down-regulated, while TGF-beta, propeptide (TGF) was significantly up-regulated, suggesting that TcZelda may be involved in insect embryonic development. In addition, the expression of Ubx ultrabithorax (UBX), Cx cephalothorax (CX), En engrailed (EN), and two Endocuticle structural glycoprotein sgabd (ABD) genes were significantly down-regulated, suggesting that they may cooperate with TcZelda to regulate the development of insect wings. Additionally, Elongation (ELO), fatty acid synthase (FAS), and fatty acyl-CoA desaturase (FAD) expression was inhibited in dsZelda insects, which could disturb the lipase signaling pathways, thus, disrupting the insect reproductive system and pheromone synthesis. These results may help reveal the function of TcZelda in insects and the role of certain genes in the gene regulatory network and provide new ideas for the prevention and control of T. castaneum.