Botanical pesticides have gradually become accepted for use in the control of agricultural pests. In order to clarify the active compounds of the ginger (Zingiber officinale) shoot extract (GSE) and its inhibitory effect on the growth of sorghum aphids (Melanaphis sorghi). In this study, LC-MS/MS was used to determine the major active compounds of the GSE, and leaf disc method was used to explore the insecticidal effect of the active compounds of ginger on sorghum aphids and the response mechanism of sorghum aphids. The results showed that phenolic acids were identified as the main active compounds, followed by flavonoids. The aphidicidal activity test using the above compounds found that 6-gingerol, and quercetin-3-O-rutinoside exhibited aphidicidal activity (GSE > quercetin-3-O-rutinoside > 6-gingerol). The growth of sorghum aphid was evaluated by using different concentrations of the GSE. It was found that with the increase of concentration and treatment time, the litter size, longevity and molting of aphids significantly decreased, and the mortality of aphids increased. The enzyme activity of aphids treated with 15 mg·mL−1 GSE was determined, and it was found that the GSE could significantly inhibit the activities of pepsin, lipase and α-amylase of aphids, while the activity of superoxide dismutase (SOD) was significantly activated. The activities of peroxidase (POD) and catalase (CAT) increased at first and then decreased. In detoxification enzymes, the carboxylesterase (CarE) activity was significantly activated, the acetylcholinesterase (AChE) activity was significantly inhibited, and the glutathione S-transferase (GST) activity increased at first and then decreased. The above results indicated that the GSE may become a botanical pesticide for aphid control and provide new resources for the development of aphid biological agents.