Vector-borne, filarial nematode diseases cause significant disease burdens in humans and domestic animals worldwide. Although there is strong direct evidence of parasite-driven immunomodulation of mammalian host responses, there is less evidence of parasite immunomodulation of the vector host. We have previously reported that all life stages of Brugia malayi, a filarial nematode and causative agent of Lymphatic filariasis, secrete extracellular vesicles (EVs). Here we investigate the immunomodulatory effects of microfilariae-derived EVs on the vector host Aedes aegypti. RNA-seq analysis of an Ae. aegypti cell line treated with B. malayi microfilariae EVs showed differential expression of both mRNAs and miRNAs. AAEL002590, an Ae. aegypti gene encoding a serine protease, was shown to be downregulated when cells were treated with biologically relevant EV concentrations in vitro. Injection of adult female mosquitoes with biologically relevant concentrations of EVs validated these results in vivo, recapitulating the downregulation of AAEL002590 transcript. This gene was predicted to be involved in the mosquito phenoloxidase (PO) cascade leading to the canonical melanization response and correspondingly, both suppression of this gene using RNAi and parasite EV treatment reduced PO activity in vivo. Our data indicate that parasite-derived EVs interfere with critical immune responses in the vector host, including melanization.