Discussions of host-microbe interactions in mosquito vectors are frequently dominated by a focus on the human pathogens they transmit (e.g. Plasmodium parasites and arboviruses). Underlying the interactions between a vector and its transmissible pathogens, however, is the physiology of an insect living and interacting with a world of bacteria and fungi including commensals, mutualists and primary and opportunistic pathogens. Here we review what is known about the bacteria and fungi associated with mosquitoes, with an emphasis on the members of the Aedes genus. We explore the reciprocal effects of microbe on mosquito, and mosquito on microbe. We analyse the roles of bacterial and fungal symbionts in mosquito development, their effects on vector competence, and their potential uses as biocontrol agents and vectors for paratransgenesis. We explore the compartments of the mosquito gut, uncovering the regionalization of immune effectors and modulators, which create the zones of resistance and immune tolerance with which the mosquito host controls and corrals its microbial symbionts. We examine the anatomical patterning of basally expressed antimicrobial peptides. Finally, we review the relationships between inducible antimicrobial peptides and canonical immune signalling pathways, comparing and contrasting current knowledge on each pathway in mosquitoes to the model insect Drosophila melanogaster. This article is part of the theme issue 'Sculpting the microbiome: how host factors determine and respond to microbial colonization'.