Mosquitoes don't sting you for their own entertainment, nor are they doing it in self-defence (as is usually the case when bees sting). Both male and female mosquitoes get nourishment from nectar, not from blood.
Mosquitoes require protein and iron to develop their eggs, two substances they can get both from blood. Only the female mosquito feeds on blood, and she only does so when she's developing eggs.
Though we commonly call them mosquito bites, she's not really biting you at all. The mosquito pierces the upper layer of your skin with her proboscis, a straw-like mouthpart that allows her to drink fluids.
Once she breaks through your epidermis, the mosquito uses her proboscis to search for a pumping blood vessel in the dermal layer underneath.
When the mosquito locates a good vessel, she releases some of her saliva into the wound. Mosquito saliva contains anti-coagulants that keeps your blood flowing until she has finished her meal.
But what about the itching? When the blood vessels expand, the swelling irritates nerves in the area. You feel this nerve irritation as an itchy sensation.
What are the symptoms of an allergic mosquito bite?
Nearly everyone is sensitive to mosquito bites. But for those with severe allergies, symptoms can be more than just annoying: they can be downright serious. Most bites occur at either dusk or dawn, when mosquitoes are most active. While male mosquitoes are harmless, feeding only on nectar and water. The females of the species are out for blood.
The common symptoms of an allergic mosquito bite - a tell-tale red bump and itching - aren’t caused by the bite itself, but by a reaction of the body's immune system to proteins in the mosquito's saliva. In case of doubt always consult a doctor.