Mosquitoes infected with malaria parasites have demonstrated altered behaviour that may increase the probability of parasite transmission. Here, we examine the responses of the olfactory system in Plasmodium falciparum infected Anopheles gambiae, Plasmodium berghei infected Anopheles stephensi, and P. berghei infected An. gambiae. Infected and uninfected mosquitoes showed differential responses to compounds in human odour using electroantennography coupled with gas chromatography (GC-EAG), with 16 peaks triggering responses only in malaria-infected mosquitoes (at oocyst, sporozoite or both stages). A selection of key compounds were examined with EAG, and responses showed differences in the detection thresholds of infected and uninfected mosquitoes to compounds including lactic acid, tetradecanoic acid and benzothiazole, suggesting that the changes in sensitivity may be the reason for differential attraction and biting at the oocyst and sporozoite stages. Importantly, the different cross-species comparisons showed varying sensitivities to compounds, with P. falciparum infected An. gambiae differing from P. berghei infected An. stephensi, and P. berghei infected An. gambiae more similar to the P. berghei infected An. stephensi. These differences in sensitivity may reflect long-standing evolutionary relationships between specific Plasmodium and Anopheles species combinations. This highlights the importance of examining different species interactions in depth to fully understand the impact of malaria infection on mosquito olfactory behaviour.