The unique structure of the stylet and components of the saliva of aphids allow them to penetrate plant epidermis and mesophyll cells without stimulating the plant’s defensive mechanisms. Aphid saliva consists of a variety of cell wall modifying enzymes (CWMEs) that can degrade or modify cell wall components, thereby facilitating penetration by the aphid’s mouthparts. In addition to protecting the protoplast, the cell wall also plays an important role in intracellular defense. Components of aphid saliva are able to suppress cell wall immunity (CWI) and other intracellular defenses, thereby allowing aphids prolonged access to the phloem. This paper reviews the effects of aphid saliva on cell wall modification and immunity, and the effects of cell wall polysaccharide structural modification, damage signaling and intracellular defense, on the feeding behavior of aphids. In addition, case studies of interactions between pathogenic bacteria and CWI are provided to elucidate the novel mechanism underlying aphid-CWI interactions. It is hoped that this review provides information useful for developing targeted pest control technologies based on manipulating the feeding efficiency of piercing-sucking pests.