Allergies caused by mosquito bites may produce local or systemic reactions. The inhalation of mosquito allergens may also cause asthma and/or allergic rhinoconjunctivitis in sensitized individuals. The mechanisms implicated in the development of these immune responses involve IgE antibodies, different subtypes of IgG and proinflammatory cytokines as well as basophils, eosinophils and mast cells. Several allergenic components have been identified in the saliva and bodies of mosquitoes and some of these are present in different mosquito species. The most common species implicated in allergic reactions belong to the genera Aedes, Culex and Anopheles. Several Aedes aegypti allergens have been cloned and sequenced. The recombinant molecules show IgE reactivity similar to that of the native allergens, making them good candidates for the diagnosis of mosquito allergies. Allergen-specific immunotherapy with mosquito extracts induces a protective response characterized by a decreased production of IgE antibodies, increased IgG levels, a reduction in the severity of cutaneous and respiratory symptoms and the need for medication. The aims of this review are to summarize the progress made in the characterization of mosquito allergens and discuss the types of immune responses induced by mosquito bites and the inhalation of mosquito allergens in atopic individuals.