We investigate the effects of species interactions on the robustness of feedback control of the harvesting of prey species. We consider the consequences of feedback control of fishing effort. If a prey species is exploited, increasing fishing effort decreases predator abundance more than it does the prey abundance. Feedback control of fishing effort may cause the extinction of the predator, even if the prey population is well controlled. Even when fishing effort is controlled by predator density, it is difficult for the fishery and the predator to coexist, and, if they do so, the system exhibits complex dynamic behaviors. If the predator and fishery coexist, feedback control of fishing effort converges to a stable equilibrium, a synchronous cycle, or an asynchronous cycle. In the last case, the system undergoes more complex cycling with a longer period than that when the fishing effort is kept constant. These analyses suggest that there is no effective strategy that is robust against measurement errors, process errors and complex interactions in ecosystem dynamics.