Enhancers are cis-regulatory elements that control most of the developmental and spatial gene expression in eukaryotes. Genetic variation of enhancer sequences is known to influence phenotypes, but the effect of enhancer variation upon enhancer functional activity and downstream phenotypes has barely been examined in any species. In the African malaria vector, Anopheles coluzzii, we identified candidate enhancers in the proximity of genes relevant for immunity, insecticide resistance, and development. The candidate enhancers were functionally validated using luciferase reporter assays, and their activity was found to be essentially independent of their physical orientation, a typical property of enhancers. All of the enhancers segregated genetically polymorphic alleles, which displayed significantly different levels of functional activity. Deletion mutagenesis and functional testing revealed a fine structure of positive and negative regulatory elements that modulate activity of the enhancer core. Enhancer polymorphisms segregate in wild A. coluzzii populations in West Africa. Thus, enhancer variants that modify target gene expression leading to likely phenotypic consequences are frequent in nature. These results demonstrate the existence of naturally polymorphic A. coluzzii enhancers, which may help explain important differences between individuals or populations for malaria transmission efficiency and vector adaptation to the environment.