More than a century after the discovery of the complex life cycle of its causative agent, malaria remains a major health problem. Understanding mosquito-malaria interactions could lead to breakthroughs in malaria control. Novel strategies, such as the design of transgenic mosquitoes refractory to Plasmodium, or design of human vaccines emulating mosquito resistance to the parasite, require extensive knowledge of processes involved in immune responses and of microevolutionary mechanisms that create and maintain variation in immune responses in wild vector populations. The recent realization of how intimately and specifically mosquitoes and Plasmodium co-evolve in Nature is driving vector molecular biologists and evolutionary ecologists to move closer to the natural setting under the common umbrella of 'Ecological immunology'.