Human lymphatic filariasis is a mosquito-vectored disease caused by the nematode parasites Wuchereria bancrofti, Brugia malayi and Brugia timori. These are relatively large roundworms that can cause considerable damage in compatible mosquito vectors. In order to assess how mosquitoes respond to infection in compatible mosquito-filarial worm associations, microarray analysis was used to evaluate transcriptome changes in Aedes aegypti at various times during B. malayi development. Changes in transcript abundance in response to the different stages of B. malayi infection were diverse. At the early stages of midgut and thoracic muscle cell penetration, a greater number of genes were repressed compared to those that were induced (20 vs. 8). The non-feeding, intracellular first-stage larvae elicited few differences, with 4 transcripts showing an increased and 9 a decreased abundance relative to controls. Several cecropin transcripts increased in abundance after parasites molted to second-stage larvae. However, the greatest number of transcripts changed in abundance after larvae molted to third-stage larvae and migrated to the head and proboscis (120 induced, 38 repressed), including a large number of putative, immunity-related genes (∼13% of genes with predicted functions). To test whether the innate immune system of mosquitoes was capable of modulating permissiveness to the parasite, we activated the Toll and Imd pathway controlled rel family transcription factors Rel1 and Rel2 (by RNA interference knockdown of the pathway's negative regulators Cactus and Caspar) during the early stages of infection with B. malayi. The activation of either of these immune signaling pathways, or knockdown of the Toll pathway, did not affect B. malayi in Ae. aegypti. The possibility of LF parasites evading mosquito immune responses during successful development is discussed.