Human malaria, which remains a major public health problem, is transmitted by a subset of Anopheles mosquitoes belonging to only three out of eight subgenera: Anopheles, Cellia and Nyssorhynchus. Unlike almost every other insect species, it was shown that males of some Anopheles species produce and transfer steroid hormones to females during copulation and that this transfer mediates reproductive changes. Steroids are consequently seen as a potential target for malaria vector control. Here, we analysed the evolution of sexually-transferred steroids and their effects on female reproductive traits across Anopheles by using a set of 16 mosquito species (5 Anopheles, 8 Cellia, and 3 Nyssorhynchus), including malaria vector and non-vector species. We show that male steroid production and transfer are specific to the Cellia subgenus and that there is no correlation between mating-induced effects in females and sexually-transferred steroids. In the light of our results, male steroid production, transfer and post-mating effects in females do not correlate with their ability to transmit human malaria, which overturns the suggestion from previous studies and suggests that manipulation of steroid-response pathways in the field should be considered with caution in order to benefit malaria vector control strategies.