Mosquitoes are considered the most important vectors for the transmission of pathogens to humans. Aedes aegypti is a unique species, not only by its highly anthropophilic and peridomestic habits but also because it can transmit an important variety of pathogenic viruses. Examples are dengue, yellow fever, chikungunya, Zika, and Mayaro viruses. After ingesting viremic blood, a wide range of mechanisms are activated in the mosquito to counteract viral infection. Nevertheless, these arboviruses possess strategies to overcome barriers in the mosquito and eventually reach the salivary glands to continue the transmission cycle. However, the infection and eventual transmission of arbovirus depends on multiple factors. The current review focuses in detail on the anatomic, physiological, and molecular characteristics of the mosquito A. aegypti that participate in response to a viral infection. In the past decades, the awareness of the importance of this mosquito as a disease vector and its impact on human health was largely recognized. We need to improve our comprehension of molecular mechanisms that determine the outcome of successful virus replication or control of infection for each arbovirus in the vector; this could lead to the design of effective control strategies in the future.