The soybean aphid (Aphis glycines) is one of the main insect pests of soybean (Glycine max) worldwide. Genomics approaches have provided important data on transcriptome changes, both in the insect and in the plant, in response to the plant-aphid interaction. However, the difficulties to transform soybean and to rear soybean aphid on artificial media have hindered our ability to systematically test the function of genes identified by those analyses as mediators of plant resistance to the insect. An efficient approach to produce transgenic soybean material is the production of transformed hairy roots using Agrobacterium rhizogenes; however, soybean aphids colonize leaves or stems and thus this approach has not been utilized. Here, we developed a hairy root system that allowed effective aphid feeding. We show that this system supports aphid performance similar to that observed in leaves. The use of hairy roots to study plant resistance is validated by experiments showing that roots generated from cotyledons of resistant lines carrying the Rag1 or Rag2 resistance genes are also resistant to aphid feeding, while related susceptible lines are not. Our results demonstrate that hairy roots are a good system to study soybean aphid-soybean interactions, providing a quick and effective method that could be used for functional analysis of the resistance response to this insect.