Host-seeking mosquitoes rely on a range of sensory cues to find and approach blood hosts, as well as to avoid host detection. By using odour blends and visual cues that attract anthropophilic mosquitoes, odour-baited traps have been developed to monitor and control human pathogen-transmitting vectors. Although long-range attraction of such traps has already been studied thoroughly, close-range response of mosquitoes to these traps has been largely ignored. Here, we studied the flight behaviour of female malaria mosquitoes (Anopheles coluzzii) in the immediate vicinity of a commercially available odour-baited trap, positioned in a hanging and standing orientation. By analysing more than 2500 three-dimensional flight tracks, we elucidated how mosquitoes reacted to the trap, and how this led to capture. The measured flight dynamics revealed two distinct stereotypical behaviours: (i) mosquitoes that approached a trap tended to simultaneously fly downward towards the ground; (ii) mosquitoes that came close to a trap changed their flight direction by rapidly accelerating upward. The combination of these behaviours led to strikingly different flight patterns and capture dynamics, resulting in contrasting short-range attractiveness and capture mechanism of the oppositely oriented traps. These new insights may help in improving odour-baited traps, and consequently their contribution in global vector control strategies.