Malaria kills more than one million people a year, and understanding the historical association between its most notorious causative agent, Plasmodium falciparum, and its mosquito vectors is important in fighting the disease. We present a phylogenetic analysis of a number of species within the mosquito subgenus Cellia based on a selection of mitochondrial and nuclear genes. Although some of these relationships have been estimated in other studies, generally few species were included and/or statistical support at many nodes was low. Here we include two additional species of anthropophilic P. falciparum malaria vectors and reanalyze these relationships using a Bayesian method that allows us to simultaneously incorporate different models of evolution. We report data that indicate a paraphyletic relationship between five anthropophilic African mosquito vectors. Such a relationship suggests that these species can serve as independent natural experiments for anopheline immunologic responses to regular, prolonged contact with P. falciparum.