Insecticide exposure may cause both transgenerational and multigenerational effects on populations, but the molecular mechanisms of these changes remain largely unclear. Many studies have focused on either transgenerational or multigenerational mechanisms but did neglect the comparative aspects. This study assessed whether the pyrethroid insecticide etofenprox (formulation Trebon® 30 EC) shows transgenerational and/or multigenerational effects on the survival and reproduction of Folsomia candida (Collembola). The activation of stress-related genes was studied to detect whether etofenprox modifies the expression of reproduction-associated genes in trans- and multigenerational treatments. A laboratory study was carried out for three generations with five insecticide concentrations in LUFA 2.2 soil. In the transgenerational treatment, only the parent generation (P) was exposed, but the subsequent generations were not. In the multigenerational treatment, all three generations were exposed to the insecticide in the same manner. Multigenerational exposure resulted in reduced reproduction effects over generations, suggesting that F. candida is capable of acclimating to enhanced concentration levels of etofenprox during prolonged exposure over multiple generations. In the transgenerational treatment, the heat shock protein 70 was up-regulated and cytochrome oxidase 6N4v1 expression down-regulated in a dose-dependent manner in the F2 generation. This finding raises the possibility of the epigenetic inheritance of insecticide impacts on parents. Furthermore, CYP6N4v1 expression was oppositely regulated in the trans- and multigenerational treatments. Our results draw attention to the differences in molecular level responses of F. candida to trans- and multigenerational etofenprox exposure.