The insect nervous system is critical for its functional integrity. The cholinergic system, of which acetylcholinesterase (AChE) is a key enzyme, is essential to the Anopheles (consisting of major malaria vector species) nervous system. Furthermore, the nervous system is also the primary target site for insecticides used in malaria vector control programs. Insecticides, incorporated in insecticide-treated nets and used for indoor residual spraying, are a core intervention employed in malaria vector control. However, Anopheles resistance against these insecticides has grown rapidly. Due to this major setback, novel agents with potential activity against resistant Anopheles and/or capacity to overcome resistance against current WHO-approved insecticides are urgently needed. The essential oils have the potential to be natural sources of novel insecticides with potential to inhibit the Anopheles AChE target. In the current review, the scientific evidence highlights the ability of essential oils and specific essential oil constituents to serve as anticholinesterase insecticides. For this reason, the published data from scientific databases on the essential oils and essential oil constituents on anticholinesterase, ovicidal, larvicidal, pupicidal and adulticidal activities were analyzed. The identification of major constituents in active essential oils and their possible influence on the biological activity have also been critically evaluated. Furthermore, the toxicity to mammals as well as potential activity against the mammalian AChE target has also been reviewed. The importance of identifying novel potent insecticides from essential oils has been discussed, in relation to human safety and cost-effectiveness. Finally, the critical insights from this review can be used to inform future researchers towards potent and safe anticholinesterase insecticides for the management of Anopheles malaria vectors.