Delivering siRNA or shRNA into the developing embryos is still a main challenge to use of RNAi in mammalian systems. Here we analyze several factors influencing RNAi-mediated silencing of Sry gene, which is a tightly controlled spatiotemporal expressed gene and only shortly expressed in developing mouse embryo gonad. A Sry gene-specific shRNAs expression vector (pSilencer4.1/Sry565) was constructed. The shRNA constructs were mixed with polyethylenimines (PEIs) to form a complex and then injected into pregnant mice though tail vein. Our results showed that Sry gene was downregulated significantly in developing embryos. Further study revealed that knocking-down of Sry expression resulted in feminization of gonad development in mouse embryos and the expression level of Sox9 and Wt1 gene was also significantly changed by downregulation of Sry. The transfection efficiency is associated with the amount of plasmid DNA injection, injection time, injection speed, and volume. Our studies suggest that transplacental RNAi could be implemented by tail vein injection of plasmid vector into pregnant mice.