Like all terrestrial arthropods, mosquitoes must cope with the threat of desiccation. To gain insight into their survival strategies, we recorded the behavioral responses of Anopheles gambiae, Anopheles stephensi, Aedes aegypti, and Culex pipiens offered zones of different microclimatic conditions in laboratory cages. The cooled refugium was at 25.6° C, 86% RH and the control was at 28.5° C, 75% RH, i.e., a difference in saturation deficit of 3.9 mm Hg between the two zones. We show that newly-emerged adults, with no access to water or sugar, prefer the cooler and more humid refugium with a saturation deficit half that in the control and where the mosquitoes could reduce their metabolic rate. This response is delayed in Ae. aegypti, perhaps because the energy reserves accumulated as larvae are higher in this species. This study shows that mosquitoes under stress can use their thermohygroreceptor cells to guide them to locations that facilitate survival.