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Feeding is crucial for the growth and survival of animals, including humans, but relatively little is known about how it is regulated. Here, we show that larval feeding in <i>Ostrinia furnacalis</i> is regulated by neuropeptide F (NPF, the homologous peptide of mammalian NPY) via the insulin signalling pathway in the midgut. Furthermore, the genes <i>pi3k</i> and <i>mtor</i> in the insulin pathway positively regulate α-amylase and lipase of the midgut by recruiting the transcription factors <i>c-Myc</i> and <i>PPARγ</i> for binding to the promotors of these two enzymes. Importantly, we find that the feeding behaviour and the digestive system of midgut in <i>O. furnacalis</i> larvae are closely related and interactive in that knocking down α-amylase or lipase induces a reduction in larval feeding, while food-deprived larvae lead to fewer expressions of <i>α-amylase</i> and <i>lipase</i>. Importantly, it is the gut NPF that regulates the α-amylase and lipase, while variations of α-amylase and lipase may feed back to the brain NPF. This current study reveals a molecular feedback mechanism between feeding behaviour and the digestive system that is regulated by the conserved NPF via insulin signalling systems in the midgut of <i>O. furnacalis</i> larvae.