Mosquito host utilization is a key factor in the transmission of vector‐borne pathogens given that it greatly influences host–vector contact rates. Blood‐feeding patterns of mosquitoes are not random, as some mosquitoes feed on particular species and/or individuals more than expected by chance. Mosquitoes use a number of cues including visual, olfactory, acoustic, and thermal stimuli emitted by vertebrate hosts to locate and identify their blood meal sources. Thus, differences in the quality/intensity of the released cues may drive host selection by mosquitoes at both inter‐ and intra‐specific levels. Such patterns of host selection by mosquitoes in space and time can be structured by factors related to mosquitoes (e.g. innate host preference, behavioural plasticity), to hosts (e.g. emission of host‐seeking cues, host availability) or to both (e.g. pathogen infection). In this study, we review current evidence, from phenomena to mechanisms, of how these factors influence host utilization by mosquitoes. We also review the methodologies commonly used in this research field and identify the major challenges for future studies. To bridge the knowledge gaps, we propose improvements to strengthen traditional approaches and the use of a functional trait‐based approach to infer mosquito host utilization in natural communities.