Introgressive hybridization is now recognized as a widespread phenomenon, but its role in evolution remains contested. Here we use newly available reference genome assemblies to investigate phylogenetic relationships and introgression in a medically important group of Afrotropical mosquito sibling species. We have identified the correct species branching order to resolve a contentious phylogeny, and show that lineages leading to the principal vectors of human malaria were among the first to split. Pervasive autosomal introgression between these malaria vectors means that only a small fraction of the genome, mainly on the X chromosome, has not crossed species boundaries. Our results suggest that traits enhancing vectorial capacity may be gained through interspecific gene flow, including between non-sister species.