In many cases, pesticides' side effects on natural enemies have closely related to their exposure route. We assessed long-term lethal and sublethal effects of thiamethoxam (TMX) on the predatory bug, Orius albidipennis (Reuter), fed on Aphis gossypii Glover (Hemiptera: Aphididae), through three exposure routes. First-instar nymphs were treated with the maximum field recommended concentration (MFRC), ½ MFRC, and ¼ MFRC of TMX for 24 h. Based on the results, the soil-application treatment (bottom-up effect: plant-aphid-predator) led to the lowest survival reduction. In contrast, leaf-dip (residual contact) and aphid-dip (oral exposure route) treatments decreased the survival severely. While the soil-application treatment had no significant effect on adult longevity and egg production, all tested concentrations of TMX in the leaf-dip and aphid-dip treatments negatively affected both traits. The egg hatchability was not affected by the insecticide in all exposure routes. Among all treatments, ¼ MFRC of TMX in the residual contact and oral treatments shortened the egg incubation period compared to control, but others failed to affect it. Finally, based on the criteria provided by the International Organization for Biological and Integrated Control (IOBC) regarding toxicity classification, systemic (soil) application of TMX was harmless for this predator. However, it was moderately harmful and harmful (depending on concentration) to the predator through the residual contact and oral exposures, even at ¼ MFRC. Given our results, the soil-application of TMX is compatible with O. albidipennis, and it can improve conservation approaches of the predator in the integrated management of A. gossypii.