Vector mosquitoes are responsible for transmission of the majority of arthropod-borne (arbo-) viruses. Virus replication in these vectors needs to be sufficiently high to permit efficient virus transfer to vertebrate hosts. The mosquito immune response therefore is a key determinant for arbovirus transmission. Mosquito antiviral immunity is primarily mediated by the small interfering RNA pathway. Besides this well-established antiviral machinery, the PIWI-interacting RNA (piRNA) pathway processes viral RNA into piRNAs. In recent years, significant progress has been made in characterizing the biogenesis and function of these viral piRNAs. In this review, we discuss these developments, identify knowledge gaps, and suggest directions for future research.