Mosquito-borne arboviruses cause serious diseases in humans that are increasingly becoming public health problems, yet arbovirus infections cause minimal pathology in the mosquito vector, allowing persistent infections and lifelong virus transmission. The principal mosquito innate immune response to virus infections, RNAi, differs substantially from the human immune response and this difference could be the basis for the disparate outcomes of infection in the two hosts. Understanding the mosquito antiviral immune response could lead to strategies for interruption of arbovirus transmission and greatly reduce disease. Research focused on RNAi as the primary mosquito antiviral response has the greatest potential for developing a full understanding of mosquito innate immunity. This article reviews our current knowledge of mosquito antiviral RNAi and charts some of the future directions needed to fill knowledge gaps.