The mosquito midgut stages of malaria parasites are crucial for establishing an infection in the insect vector and to thus ensure further spread of the pathogen. Parasite development in the midgut starts with the activation of the intraerythrocytic gametocytes immediately after take-up and ends with traversal of the midgut epithelium by the invasive ookinetes less than 24 h later. During this time period, the plasmodia undergo two processes of stage conversion, from gametocytes to gametes and from zygotes to ookinetes, both accompanied by dramatic morphological changes. Further, gamete formation requires parasite egress from the enveloping erythrocytes, rendering them vulnerable to the aggressive factors of the insect gut, like components of the human blood meal. The mosquito midgut stages of malaria parasites are unprecedented objects to study a variety of cell biological aspects, including signal perception, cell conversion, parasite/host co-adaptation and immune evasion. This review highlights recent insights into the molecules involved in gametocyte activation and gamete formation as well as in zygote-to-ookinete conversion and ookinete midgut exit; it further discusses factors that can harm the extracellular midgut stages as well as the measures of the parasites to protect themselves from any damage.