Dear student,
The malaria is spread by female anopheles mosquito. So, we would say that the mosquito is also ''infected'' with the pathogen (Plasmodium). It acts as its host and transfers it to humans. But it does not harms the mosquitoes, they just act as the carriers for the pathogen, while humans are infected with the disease and it acts harmful. It affects the physiology of the infected individual and might prove fatal if not treated.
Regards.