Malaria is a deadly, worldwide disease, yearly responsible for 219 million cases and over four hundred thousand deaths. The Anopheles gambiae species complex is the main African vector for the most virulent malaria parasite: Plasmodium falciparum. Mosquitos are not mere bystanders however, and rely on both humoral and cellular innate immune divisions to defeat invading pathogens. These efforts are coordinated by hemocytes, the insect equivalent to vertebrate’s white blood cells, circulating in the hemolymph within the insects’ body cavity. Yet, hemocyte biology is largely unknown, mainly due to the low number and fragility of mosquito immune cells. Here we dissect the Anopheles immune system under baseline and challenged conditions with single-cell RNA sequencing to identify previously unknown cell types, their gene signatures, and spatial-temporal localization in the mosquito. We profiled 5,292 individual Anopheles hemocytes 1,3 and 7 days after sugar-feeding, blood-feeding, or infection with Plasmodium berghei, as well as 3123 A. aegypti hemocytes. We identified 9 cell sub-types, including novel effector, phagocytic, and anti-microbial cell subtypes, in addition to dividing progenitor cells, validating the main cell types via correlative microscopy and morphology. And we described four lineages of hemocytes, showing them to be divided into two branches: oenocytoids and prohemocyte-granulocyte. We also found both blood-feeding and malaria infection to dramatically shift the composition of a mosquito’s immune system, activating effector and proliferating cells at days 1 and 3 before returning to baseline by day 7. Conversely, human P. falciparum appears to inactivate an important local effector subtype. Our work is the first comprehensive transcriptomic study of a whole insect immune system. It demonstrates hemocytes are a dynamic, diverse class of insect cells which complexity far exceeds what is currently described in the literature. Our methods and results will hopefully serve as a resource for many entomologists, and could prove useful in developing novel vector control strategies. Our website will ease data access and provide an intuitive way to visualise hemocyte information: https://hemocytes.cellgeni.sanger.ac.uk/