While climate warming is expected to substantially impact the global landscape of mosquito-borne disease, impacts will vary across disease systems and regions. Understanding which diseases, and where within their distributions, these impacts are most likely to occur is critical for preparing public health interventions. While research has centered on potential warming-driven expansions in vector transmission, less is known about the potential for vectors to experience warming-driven stress or even local extirpations. In conservation biology, species risk from climate warming is often quantified through vulnerability indices such as thermal safety margins — the difference between an organism's upper thermal limit and its habitat temperature. Here, we estimated thermal safety margins for 12 major mosquito species (including Aedes aegypti and Anopheles gambiae) that are the major vectors of malaria, dengue, chikungunya, Zika, West Nile and other major arboviruses, across their known ranges to investigate which mosquitoes and regions are most and least vulnerable to climate warming. We find that most mosquito vector species have large positive thermal safety margins across the majority of their range, when realistic assumptions of mosquito behavioral thermoregulation are incorporated. For species with distributions spanning both hemispheres, we find the lowest climate vulnerability, in terms of both the magnitude and duration of thermal safety, just south of the equator, as well as at their northern temperate range edges, and the highest climate vulnerability in the subtropics. Underlying these broad scale patterns, we find clear biogeographical differences in vector thermal safety with regions such as the Middle East, India, northwestern Africa, southeastern Australia, and the southwestern U.S., and desert and xeric shrubland biomes having the highest climate vulnerability across vector species.