A radio frequency (RF) antenna assembly to be positioned within a wellbore in a subterranean formation for hydrocarbon resource recovery may include a series of tubular conductors coupled together in end-to-end relation. Each tubular conductor may include a dual-wall conductor defining an RF antenna. The dual-wall conductor may include an outer wall and an inner wall spaced inwardly therefrom to define an outer fluid passageway. The RF antenna assembly may further include an RF transmission line extending within at least some of the tubular conductors.