The brown marmorated stink bug (Halyomorpha halys Stål, 1855) is an invasive polyphagous species that threatens fruit growing both in the United States and Europe. Many pesticide active ingredients have been studied in H. halys management, but for sustainable fruit growing, which implies the reduction of chemical harm to the environment, new safe insecticides should be implemented into the practice. For this purpose, novel green insecticide based on natural polyphenols of species Stevia rebaudiana (Bertoni) Bertoni and Aronia melanocarpa (Michx.) Elliott 1821 was developed. Stevia leaves (SLE) and Aronia pomace (APE) aqueous extracts were prepared using the ultrasound-assisted extraction method. Optimal extraction conditions for bioactive compounds (total polyphenols, flavonoids, anthocyanins, and flavan-3-ols, respectively) and antioxidant activity were determined using response surface methodology. Bioactive compounds rich SLE and APE were encapsulated in calcium alginate microparticles by the ionic gelation method. Physicochemical characteristics (morphology, size, encapsulation efficiency, loading capacity, and swelling) of microparticles showed very good properties with especially high encapsulation efficiency. Fitting to simple Korsmeyer–Peppa’s empirical model revealed that the underlying release mechanism of polyphenols is Fickian diffusion. SLE loaded microparticles showed very good pesticidal efficiency against Halyomorpha halys, especially on younger larval stages after both contact and digestive treatment. Microparticles loaded with APE did not achieve satisfactory digestive efficiency, but a certain toxic impact has been observed at contact application on all H. halys growth stages. Microparticles loaded with SLS exhibited prolonged insecticidal action against H. halys and could be a potential candidate as a green insecticide whose application could increase fruit growing safety.