There are more than 3,000 mosquito species. Aedes aegypti, Ae. communis, and C. quinquefasciatus are, among others, three of the most important mosquito allergen sources in the tropics, western, and industrialized countries. Several individuals are sensitized to mosquito allergens, but the epidemiological data indicates that the frequency of sensitization markedly differs depending on the geographical region. Additionally, the geographical localization of mosquito species has been affected by global warming and some mosquito species have invaded areas where they were not previously found, at the same time as other species have been displaced. This phenomenon has repercussions in the pathogenesis and the accuracy of the diagnosis of mosquito allergy. Allergic individuals are sensitized to mosquito allergens from two origins: saliva and body allergens. Exposure to saliva allergens occurs during mosquito bite and induces cutaneous allergic reactions. Experimental and clinical data suggest that body allergens mediate different manifestations of allergic reactions such as asthma and rhinitis. The most studied mosquito species is Ae. aegypti, from which four and five allergens of the saliva and body, respectively, have been reported. Many characterized allergens are homologs to arthropod-derived allergens, which cause strong cross-reactivity at the humoral and cellular level. The generalized use of whole body Ae. communis or C. quinquefasciatus extracts complicates the diagnosis of mosquito allergy because they have low concentration of saliva allergens and may result in poor diagnosis of the affected population when other species are the primary sensitizer. This review article discusses the current knowledge about mosquito allergy, allergens, cross-reactivity, and proposals of component resolved approaches based on mixtures of purified recombinant allergens to replace saliva-based or whole-body extracts, in order to perform an accurate diagnosis of allergy induced by mosquito allergen exposure.