We have identified regulatory mechanisms in which an RNA transcript forms a DNA duplex·RNA triple helix with a gene or one of its regulatory elements, suggesting potential auto-regulatory mechanisms in vivo. We describe an interaction at the human β-globin locus, in which an RNA segment embedded in the second intron of the β-globin gene forms a DNA·RNA triplex with the HS2 sequence within the β-globin locus control region, a major regulator of globin expression. We show in human K562 cells that the triplex is stable in vivo. Its formation causes displacement from HS2 of major transcription factors and RNA Polymerase II, and consequently in loss of factors and polymerase that bind to the human ε- and γ-globin promoters, which are activated by HS2 in K562 cells. This results in reduced expression of these genes. These effects are observed when a small length of triplex-forming RNA is introduced into cells, or when a full-length intron-containing human β-globin transcript is expressed. Related results are obtained in human umbilical cord blood-derived erythroid progenitor-2 cells, in which β-globin expression is similarly affected by triplex formation. These results suggest a model in which RNAs conforming to the strict sequence rules for DNA·RNA triplex formation may participate in feedback regulation of genes in cis.