Modulating gene expression, either by transfection or by RNA-interference (RNAi), is a powerful means for studying the functions of essential genes during nervous system development and maintenance. Both approaches depend on the successful delivery of the corresponding nucleic acids into the targeted cells. Here we demonstrate the fast, accurate and highly localized biolistic delivery of plasmid-DNA and dsRNA into central neurons and muscle cells in internal layers of living leech embryos using carrier particles launched with a recently developed pneumatic capillary gun. This delivery method is used to perform RNAi to silence the expression of the axon guidance factor netrin in muscle cells and central neurons of leech embryos, and to induce ectopic expression of actin tagged with a fluorescent protein in both types of cells. We also show the biolistic transfection and staining in monolayer cultures of mammalian cells and carry out independent injection of two different lipophilic tracking dyes with a single capillary gun.