The malaria vector, Anopheles stephensi, which is typically restricted to South Asia and the Middle East, was recently detected in the Horn of Africa. Addressing the spread of this vector could involve integrated vector control that considers the status of insecticide resistance of multiple vector species in the region. Previous reports indicate that the knockdown resistance mutations (kdr) in the voltage-gated sodium channel (vgsc) are absent in both pyrethroid-resistant and pyrethroid-sensitive An. stephensi in eastern Ethiopia; however, similar information about other vector species in the same areas is limited. In this study, kdr and the neighboring intron were analyzed in An. stephensi, An. arabiensis, and Culex pipiens s.l. collected between 2016 and 2017 to determine the evolutionary history of kdr in eastern Ethiopia. A sequence analysis revealed that all of Cx. pipiens s.l. (N = 42) and 71.6% of the An. arabiensis (N = 67) carried kdr L1014F, which is known to confer target-site pyrethroid resistance. Intronic variation was only observed in An. stephensi (six segregating sites, three haplotypes), which was previously shown to have no kdr mutations. In addition, no evidence of non-neutral evolutionary processes was detected at the An. stephensi kdr intron, thereby further supporting the target-site mechanism not being a major resistance mechanism in this An. stephensi population. Overall, these results show key differences in the evolution of target-site pyrethroid/dichlorodiphenyltrichloroethane resistance mutations in populations of vector species from the same region. Variations in insecticide resistance mechanism profiles between eastern Ethiopian mosquito vectors may lead to different responses to insecticides used in integrated vector control.