Factors such as the particular combination of parasite–mosquito species, their co-evolutionary history and the host's parasite load greatly affect parasite transmission. However, the importance of these factors in the epidemiology of mosquito-borne parasites, such as avian malaria parasites, is largely unknown. Here, we assessed the competence of two mosquito species [Culex pipiens and Aedes (Ochlerotatus) caspius], for the transmission of four avian Plasmodium lineages (Plasmodium relictum SGS1 and GRW11 and Plasmodium cathemerium-related lineages COLL1 and PADOM01) naturally infecting wild house sparrows. We assessed the effects of parasite identity and parasite load on Plasmodium transmission risk through its effects on the transmission rate and mosquito survival. We found that Cx. pipiens was able to transmit the four Plasmodium lineages, while Ae. caspius was unable to transmit any of them. However, Cx. pipiens mosquitoes fed on birds infected by P. relictum showed a lower survival and transmission rate than those fed on birds infected by parasites related to P. cathemerium. Non-significant associations were found with the host–parasite load. Our results confirm the existence of inter- and intra-specific differences in the ability of Plasmodium lineages to develop in mosquito species and their effects on the survival of mosquitoes that result in important differences in the transmission risk of the different avian malaria parasite lineages studied.