How Do Mosquitoes Bite?
Only female mosquitoes bite people. They require proteins in blood to produce eggs.
A. Using her proboscis, the mouth, it stabs you through the skin with a part of her mouth called the stylets, which form the center of the proboscis. The stylets are covered and protected by the insect's lower lip called the labium. As the sytlets enter the skin, the labium bends and slides upward out of the way.
B. When a mosquito finds a blood vessel, saliva flows into the wound to keep the blood from clotting. Most people are allergic to the saliva, which causes an itchy welt to form on the skin. After the mosquito has sipped enough blood, it slowly pulls the stylets out of the wound and the labium slips into place over them. Then the insect flies away.
Florida Times-Union 1999, The Mosquito, Tuesday, May 4, 1999