Heavy metal pollution is a serious global environmental issue. It threatens human and ecological health. Heavy metals can accumulate in the soil over extended periods and inevitably transfer through the food chain to herbivorous insects and their natural enemies, leading to various adverse effects. This study aimed to investigate the stress responses and biochemical metabolic changes of aphids and one of aphids' predators, ladybugs, under cadmium (Cd) and lead (Pb) stress by constructing a food chain of Vicia faba L., Megoura crassicauda, and Harmonia axyridis. The results showed that aphids and ladybugs had a notable accumulation of Cd2+ and Pb2+. Insects can adapt to heavy metal stress by regulating their energy metabolism pathways. Glycogen content in the first filial generation (F1) aphids decreased significantly, glucose content in the second filial generation (F2) to the fourth filial generation (F4) adult aphids significantly increased, and trehalose content in the F1 adult aphids increased significantly. Moreover, the relative expression levels of trehalase (TRE) and trehalose-6-phosphate synthase (TPS) in the F1 adult aphids were significantly higher than those in the control group, and the expression levels of TPS genes in the second filial generation to the fifth filial generation (F2 to F5) aphids decreased, suggesting that insects can resist heavy metal stress by regulating trehalose metabolism. The fertility of female aphids in all treatment groups was reduced compared to the control group. Additionally, the relative expression level of vitellogenin (Vg) was down-regulated in all aphid generations except the F1 aphids. There was interaction between heavy metal concentration and aphid generation, and it significantly affected the number of aphids' offspring and the expression of the aphid Vg gene. The developmental duration of the ladybugs from the second to fourth instars was prolonged, and the weight decreased significantly from the prepupa to the adult stages. These results contribute to understanding the effects of Cd2+-Pb2+ accumulation on phytophagous insects and higher trophic levels' natural enemies, laying the foundation for protecting natural enemies and maintaining ecosystem stability.