Olfactory learning in blood-feeding insects, such as mosquitoes, could play an important role in host preference and disease transmission. However, standardized protocols allowing testing of their learning abilities are currently lacking, and how different olfactory stimuli are learned by these insects remains unknown. Using a Pavlovian conditioning paradigm, we trained individuals and groups of Aedes aegypti mosquitoes to associate an odorant conditioned stimulus (CS), with a blood reinforced thermal stimulus (unconditioned stimulus; US). Results showed, first, that mosquitoes could learn the association between L-lactic acid and the US, and retained the association for at least 24 h. Second, the success of olfactory conditioning was dependent upon the CS - some odorants that elicited indifferent responses in naïve mosquitoes, such as L-lactic acid and 1-octen-3-ol, were readily learned, whereas others went from aversive to attractive after training (Z-3-hexen-1-ol) or were untrainable (ß-myrcene and benzyl alcohol). Third, we examined whether mosquitoes’ ability to learn could interfere with the action of the insect repellent DEET. Results demonstrated that pre-exposure and the presence of DEET in the CS reduced the aversive effects of DEET. Last, the nature of the formed memories was explored. Experiments using cold-shock treatments within the first 6 h post-training (for testing anaesthesia-resistant memory) and a protein synthesis inhibitor (Cycloheximide; to disrupt the formation of long-term memory) both affected mosquitoes’ performances. Together, these results show that learning is a critical component in odour responses in Ae. aegypti, and provide the first evidence for the functional role of different memory traces in these responses.